Variable selection via combined penalization for high-dimensional data analysis
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References listed on IDEAS
- Jianqing Fan & Runze Li, 2004. "New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 710-723, January.
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- Hui Zou & Trevor Hastie, 2005. "Addendum: Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 768-768, November.
- Hui Zou & Trevor Hastie, 2005. "Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 301-320, April.
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Cited by:
- Frénay, Benoît & Doquire, Gauthier & Verleysen, Michel, 2014. "Estimating mutual information for feature selection in the presence of label noise," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 832-848.
- Wenya Liu & Qi Li, 2017. "An Efficient Elastic Net with Regression Coefficients Method for Variable Selection of Spectrum Data," PLOS ONE, Public Library of Science, vol. 12(2), pages 1-13, February.
- Roberts, S. & Nowak, G., 2014. "Stabilizing the lasso against cross-validation variability," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 198-211.
- Bang, Sungwan & Jhun, Myoungshic, 2012. "Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 813-826.
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More about this item
Keywords
Linear model Combined penalization SCAD Ridge penalty GCV Variable selection Microarray classification;Statistics
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