An extended variable inclusion and shrinkage algorithm for correlated variables
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DOI: 10.1016/j.csda.2012.07.023
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Cited by:
- 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.
- Mohamed Ouhourane & Yi Yang & Andréa L. Benedet & Karim Oualkacha, 2022. "Group penalized quantile regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(3), pages 495-529, September.
- JinXing Che & YouLong Yang, 2017. "Stochastic correlation coefficient ensembles for variable selection," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(10), pages 1721-1742, July.
- Chun-Xia Zhang & Guan-Wei Wang & Jun-Min Liu, 2015. "RandGA: injecting randomness into parallel genetic algorithm for variable selection," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(3), pages 630-647, March.
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Keywords
Variable selection; VISA algorithm; Elastic-Net; LARS; Linear regression; Smooth Lasso;All these keywords.
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