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Volumn 103, Issue 483, 2008, Pages 1304-1315

Variable inclusion and shrinkage algorithms

Author keywords

Dantzig selector; Generalized linear model; Lasso; Variable selection

Indexed keywords


EID: 54949144379     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214508000000481     Document Type: Article
Times cited : (49)

References (16)
  • 1
    • 0001917727 scopus 로고
    • Probability Inequalities for the Sum of Independent Random Variables
    • Bennett, G. (1962), "Probability Inequalities for the Sum of Independent Random Variables," Journal of the American Statistical Association, 57, 33-45.
    • (1962) Journal of the American Statistical Association , vol.57 , pp. 33-45
    • Bennett, G.1
  • 2
    • 34548275795 scopus 로고    scopus 로고
    • The Dantzig Selector: Statistical Estimation When p Is Much Larger Than n (with discussion)
    • Candes, E., and Tao, T. (2007), "The Dantzig Selector: Statistical Estimation When p Is Much Larger Than n" (with discussion), The Annals of Statistics, 35, 2313-2351.
    • (2007) The Annals of Statistics , vol.35 , pp. 2313-2351
    • Candes, E.1    Tao, T.2
  • 5
    • 1542784498 scopus 로고    scopus 로고
    • Variable Selection via Nonconcave Penalized Likelihood and Its Oracle Properties
    • Fan, J., and Li, R. (2001), "Variable Selection via Nonconcave Penalized Likelihood and Its Oracle Properties," Journal of the American Statistical Association, 96, 1348-1360.
    • (2001) Journal of the American Statistical Association , vol.96 , pp. 1348-1360
    • Fan, J.1    Li, R.2
  • 6
    • 84952149204 scopus 로고
    • A Statistical View of Some Chemometrics Regression Tools
    • Frank, I. E., and Friedman, J. H. (1993), "A Statistical View of Some Chemometrics Regression Tools," Technometrics, 35, 109-135.
    • (1993) Technometrics , vol.35 , pp. 109-135
    • Frank, I.E.1    Friedman, J.H.2
  • 11
    • 34547849507 scopus 로고    scopus 로고
    • An l1 Regularization-Path Algorithm for Generalized Linear Models
    • Park, M., and Hastie, T. (2007), "An l1 Regularization-Path Algorithm for Generalized Linear Models," Journal of the Royal Statistical Society, Ser. B, 69, 659-677.
    • (2007) Journal of the Royal Statistical Society, Ser. B , vol.69 , pp. 659-677
    • Park, M.1    Hastie, T.2
  • 14
    • 34447335946 scopus 로고    scopus 로고
    • Grouped and Hierarchical Model Selection Through Composite Absolute Penalties,
    • University of California at Berkeley, Dept. of Statistics
    • Zhao, P., Rocha, G., and Yu, B. (2006), "Grouped and Hierarchical Model Selection Through Composite Absolute Penalties," technical report, University of California at Berkeley, Dept. of Statistics.
    • (2006) technical report
    • Zhao, P.1    Rocha, G.2    Yu, B.3
  • 15


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.