Adaptive and reversed penalty for analysis of high-dimensional correlated data

DOI10.1016/j.apm.2020.11.004zbMath1481.62040OpenAlexW3102206245MaRDI QIDQ823261

N. E. Zubov

Publication date: 24 September 2021

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2020.11.004

zbMATH Keywords

linear modelnonconvex minimizationpenalized estimationcorrelated effects

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26)

Related Items

Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems ⋮ One-step sparse estimates in the reverse penalty for high-dimensional correlated data ⋮ Regression with adaptive Lasso and correlation based penalty

Uses Software

• glmnet

Cites Work

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