Lazy lasso for local regression

Computational Statistics

Volumn 27, Issue 3, 2012, Pages 531-550

  Vidaurre, Diego ^a   Bielza, Concha ^a   Larrañaga, Pedro ^a  

^a UNIVERSIDAD POLITÉCNICA DE MADRID   (Spain)

Author keywords

l1 regularization; Lasso; Lazy lasso; Locally weighted regression; Loess; Nonparametric variable selection; Sparse models; Variable selection

Indexed keywords

EID: 84864388740     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-011-0274-0     Document Type: Article

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