Lazy lasso for local regression
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DOI: 10.1007/s00180-011-0274-0
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References listed on IDEAS
- Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
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- Vidaurre, Diego & Bielza, Concha & Larrañaga, Pedro, 2013. "Sparse regularized local regression," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 122-135.
- M. Bárcena & P. Menéndez & M. Palacios & F. Tusell, 2014. "Alleviating the effect of collinearity in geographically weighted regression," Journal of Geographical Systems, Springer, vol. 16(4), pages 441-466, October.
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Keywords
Lasso; l1-regularization; Variable selection; Loess; Locally weighted regression; Sparse models; Lazy lasso; Nonparametric variable selection;All these keywords.
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