FIRST: Combining forward iterative selection and shrinkage in high dimensional sparse linear regression
نویسندگان
چکیده
منابع مشابه
FIRST: Combining forward iterative selection and shrinkage in high dimensional sparse linear regression
We propose a new class of variable selection techniques for regression in high dimensional linear models based on a forward selection version of the LASSO, adaptive LASSO or elastic net, respectively to be called as forward iterative regression and shrinkage technique (FIRST), adaptive FIRST and elastic FIRST. These methods seem to work effectively for extremely sparse high dimensional linear m...
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2009
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2009.v2.n3.a7