Honest variable selection in linear and logistic regression models via l1 and l1+l2 penalization

Electronic Journal of Statistics

Volumn 2, Issue , 2008, Pages 1153-1194

  Bunea, Florentina ^a  

^a FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Consistent; Elastic net; Generalized linear models; High dimensions; L1 and l1+l2 regularization; Lasso; Logistic regression; Penalty; Regression; Sparse; Variable selection

Indexed keywords

EID: 84888203819     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-EJS287     Document Type: Article

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