Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model
Among several variable selection methods, LASSO is the most desirable estimation procedure for handling regularization and variable selection simultaneously in the high-dimensional linear regression models when multicollinearity exists among the predictor variables. Since LASSO is unstable under hig...
| Hlavní autoři: | , |
|---|---|
| Médium: | Článek |
| Jazyk: | English |
| Vydáno: |
Hindawi Limited
2020-01-01
|
| Edice: | Journal of Probability and Statistics |
| On-line přístup: | http://dx.doi.org/10.1155/2020/7352097 |