Sparse principal component regression with adaptive loading
نویسندگان
چکیده
منابع مشابه
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In this simple note, we attempt to further improve the sparse principal component analysis (SPCA) of Zou et al. (2006) on the following two aspects. First, we replace the traditional lasso penalty utilized in the original SPCA by the most recently developed adaptive lasso penalty (Zou, 2006; Wang et al., 2006). By doing so, adaptive amounts of shrinkage can be applied to different loading coeff...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2015
ISSN: 0167-9473
DOI: 10.1016/j.csda.2015.03.016