An easy-to-implement hierarchical standardization for variable selection under strong heredity constraint

DOI10.1007/s42519-020-00102-xOpenAlexW3099000098WikidataQ98395082 ScholiaQ98395082MaRDI QIDQ777839

Kedong Chen, Sijian Wang, William Li

Publication date: 7 July 2020

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.09225

zbMATH Keywords

hierarchical structurevariable selectionhereditymarginalityhierarchical standardization

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Probabilistic methods, stochastic differential equations (65Cxx)

Uses Software

• glmnet

Cites Work

• Unnamed Item
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