A two-level method for constructing linear regressions using optimal convex combinations

DOI10.1134/S1064562418020035zbMath1490.62180OpenAlexW2804398619MaRDI QIDQ721801

O. V. Sen'ko, N. Yu. Khomutov, A. A. Dokukin, N. N. Kiselyova

Publication date: 20 July 2018

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562418020035

zbMATH Keywords

two-level methodconstruction of multidimensional regression modeloptimal convex combinations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

• Regression model based on convex combinations best correlated with response
• Optimal convex correcting procedures in problems of high dimension
• Regularization and Variable Selection Via the Elastic Net

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