A Modified Principal Component Technique Based on the LASSO
نویسندگان
چکیده
منابع مشابه
A Modi ed Principal Component Technique Based on the LASSO
In many multivariate statistical techniques, a set of linear functions of the original p variables is produced. One of the more dif cult aspects of these techniques is the interpretation of the linear functions, as these functions usually have nonzero coef cients on all p variables. A common approach is to effectively ignore (treat as zero) any coef cients less than some threshold value, so ...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2003
ISSN: 1061-8600,1537-2715
DOI: 10.1198/1061860032148