The Adaptive Gril Estimator with a Diverging Number of Parameters
نویسندگان
چکیده
منابع مشابه
The adaptive Gril estimator with a diverging number of parameters
We consider the problem of variables selection and estimation in linear regression model in situations where the number of parameters diverges with the sample size. We propose the adaptive Generalized Ridge-Lasso (AdaGril) which is an extension of the the adaptive Elastic Net. AdaGril incorporates information redundancy among correlated variables for model selection and estimation. It combines ...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2013
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2011.615438