Shrinkage and variable selection by polytopes
type: Item
instance of: scholarly article
title: Shrinkage and variable selection by polytopes
zbMATH Open document ID: 1368.62207
author: Sebastian Petry
author: Gerhard Tutz
published in: Journal of Statistical Planning and Inference
publication date: 2011-10-28T00:00:00Z
full work available at URL: https://epub.ub.uni-muenchen.de/10539/
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62H11
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 5965578
zbMATH Keywords: constraint regions
zbMATH Keywords: polytopes
zbMATH Keywords: LASSO
zbMATH Keywords: elastic net
zbMATH Keywords: OSCAR
describes a project that uses: OSCAR
MaRDI profile type: Publication
OpenAlex ID: W2012756560
cites work: Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
cites work: Least angle regression. (With discussion)
cites work: Ridge Regression: Biased Estimation for Nonorthogonal Problems
cites work: Q3185327
cites work: Q5566063
cites work: Q4864293
cites work: Sparsity and Smoothness Via the Fused Lasso
cites work: Regularization and Variable Selection Via the Elastic Net
DOI: 10.1016/J.JSPI.2011.06.020
Recommended article: Shrinkage estimation for convex polyhedral cones
Recommended article: Variable selection using shrinkage priors
Recommended article: Variable Inclusion and Shrinkage Algorithms
Recommended article: Variable Selection and Shrinkage: Comparison of Some Approaches
Recommended article: Q4864293
Recommended article: Shrinkage Estimation Under Multivariate Elliptic Models
Recommended article: Shrinkage structure of partial least squares
Recommended article: Variable Selection with Shrinkage Priors via Sparse Posterior Summaries
description: scientific article; zbMATH DE number 5965578