Shrinkage and variable selection by polytopes

DOI10.1016/J.JSPI.2011.06.020zbMath1368.62207OpenAlexW2012756560MaRDI QIDQ643373

Gerhard Tutz, Sebastian Petry

Publication date: 28 October 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://epub.ub.uni-muenchen.de/10539/

zbMATH Keywords

polytopesLASSOelastic netconstraint regionsOSCAR

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

Model selection with low complexity priors

Uses Software

• OSCAR

Cites Work

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• Least angle regression. (With discussion)
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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