Elastic net for single index support vector regression model

The single index model (SIM) is a useful regression tool used to alleviate the so-called curse of dimensionality. In this paper, we propose a variable selection technique for the SIM by combining the estimation method with the Elastic Net penalized method to get sparse estimation of the index parame...

Full description

Bibliographic Details
Main Authors: Dhhan, Waleed, Rana, Sohel, Alshaybawee, Taha, Midi, Habshah
Format: Article
Language:English
Published: Academy of Economic Studies 2017
Online Access:http://psasir.upm.edu.my/id/eprint/14233/1/Elastic%20net%20for%20single%20index%20support%20vector%20regression%20model.pdf