Penalized regression with correlation-based penalty

Statistics and Computing

Volumn 19, Issue 3, 2009, Pages 239-253

  Tutz, Gerhard ^a   Ulbricht, Jan ^a  

^a UNIVERSITY OF MUNICH   (Germany)

Author keywords

Boosting; Correlation based estimator; Elastic net; Lasso; Penalization; Variable selection

Indexed keywords

EID: 67650653486     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-008-9088-5     Document Type: Article

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