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Model selection via standard error adjusted adaptive lasso
Wei Qian, Yuhong Yang
Statistics (Twin Cities)
Research output
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Contribution to journal
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Article
›
peer-review
17
Scopus citations
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Dive into the research topics of 'Model selection via standard error adjusted adaptive lasso'. Together they form a unique fingerprint.
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Keyphrases
Model Selection
100%
Adaptive Lasso
100%
Least Absolute Shrinkage and Selection Operator (LASSO)
57%
Linear Regression
14%
Collinearity
14%
Poor Performance
14%
Model Matrix
14%
Asymptotically Normal
14%
Coefficient Estimates
14%
Theoretical Properties
14%
Selection Performance
14%
Weight Assignment
14%
Weight Calculation
14%
Model Selection Strategy
14%
Mathematics
Model Selection
100%
Orthogonal Latin Square
100%
Adjusted Standard Error
100%
Collinearity
25%
Numerical Analysis
25%
Model Matrix
25%
Linear Regression Analysis
25%