An extended variable inclusion and shrinkage algorithm for correlated variables
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Korzeń, M. & Jaroszewicz, S. & Klęsk, P., 2013. "Logistic regression with weight grouping priors," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 281-298.
- Abdallah Mkhadri & Mohamed Ouhourane, 2015. "A group VISA algorithm for variable selection," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 41-60, March.
More about this item
KeywordsVariable selection; VISA algorithm; Elastic-Net; LARS; Linear regression; Smooth Lasso;
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