An extended variable inclusion and shrinkage algorithm for correlated variables

Computational Statistics and Data Analysis

Volumn 57, Issue 1, 2013, Pages 631-644

  Mkhadri, Abdallah ^a   Ouhourane, Mohamed ^a  

^a CADI AYYAD UNIVERSITY   (Morocco)

Author keywords

Elastic Net; LARS; Linear regression; Smooth Lasso; Variable selection; VISA algorithm

Indexed keywords

COMPUTATIONALLY EFFICIENT; CORRELATED VARIABLES; DATA SETS; ELASTIC-NET; HIGH DIMENSIONS; HIGH-DIMENSIONAL; LARS; REGRESSION COEFFICIENT; SIMULATION STUDIES; SMOOTH LASSO; UNDIRECTED GRAPH; VARIABLE SELECTION;

COMPUTATIONAL METHODS; DATA HANDLING; LINEAR REGRESSION;

ALGORITHMS;

EID: 84865612777     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.07.023     Document Type: Article

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