Prediction-Oriented Marker Selection (PROMISE): With Application to High-Dimensional Regression
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References listed on IDEAS
- Nicolai Meinshausen & Peter Bühlmann, 2010. "Stability selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(4), pages 417-473.
- Friedman, Jerome H. & Hastie, Trevor & Tibshirani, Rob, 2010. "Regularization Paths for Generalized Linear Models via Coordinate Descent," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i01).
- Jianqing Fan & Jinchi Lv, 2008. "Sure independence screening for ultrahigh dimensional feature space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 849-911.
- Hui Zou & Trevor Hastie, 2005. "Addendum: Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 768-768.
- Hui Zou & Trevor Hastie, 2005. "Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 301-320.
More about this item
KeywordsPredictive marker; Personalized medicine; Cross-validation; Stability selection; Variable selection; Lasso;
StatisticsAccess and download statistics
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