Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
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DOI: 10.1007/s10463-019-00734-2
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Keywords
Adaptive Lasso; $$C_p$$ C p criterion; GCV criterion; Generalized ridge regression; GIC; Linear regression; Model selection criterion; Optimization problem; Regularization parameters; Sparsity;All these keywords.
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