Robust Group Identification and Variable Selection in Regression
نویسندگان
چکیده
منابع مشابه
Consistent Group Identification and Variable Selection in Regression with Correlated Predictors.
Statistical procedures for variable selection have become integral elements in any analysis. Successful procedures are characterized by high predictive accuracy, yielding interpretable models while retaining computational efficiency. Penalized methods that perform coefficient shrinkage have been shown to be successful in many cases. Models with correlated predictors are particularly challenging...
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2017
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2017/2170816