A random model approach for the LASSO

DOI10.1007/s00180-007-0033-4zbMath1223.62116OpenAlexW2085439484MaRDI QIDQ626202

Scott D. Foster, Wayne S. Pitchford, Arūnas P. Verbyla

Publication date: 22 February 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0033-4

zbMATH Keywords

Laplace distributionbootstrap bias correctionleast absolute selection and shrinkage operatorsmarginal likelihood maximization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (4)

Estimating effects and making predictions from genome-wide marker data ⋮ Lazy lasso for local regression ⋮ ESTIMATION, PREDICTION AND INFERENCE FOR THE LASSO RANDOM EFFECTS MODEL ⋮ On a generalization of the Laplace approximation

Uses Software

• R
• S-PLUS

Cites Work

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• S-PLUS
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Least angle regression. (With discussion)
• Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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