On general adaptive sparse principal component analysis

Journal of Computational and Graphical Statistics

Volumn 18, Issue 1, 2009, Pages 201-215

  Leng, Chenlei ^a   Wang, Hansheng ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b Peking University   (China)

Author keywords

Adaptive lasso; BIC; GAS PCA; LARS; Lasso; S PCA; SAS PCA

Indexed keywords

EID: 64849105122     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/jcgs.2009.0012     Document Type: Article

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