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The Sparse Laplacian Shrinkage Estimator for High-Dimensional Regression

We propose a new penalized method for variable selection and estimation that explicitly incorporates the correlation patterns among predictors. This method is based on a combination of the minimax concave penalty and Laplacian quadratic associated with a graph as the penalty function. We call it the...

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Autors principals: Huang, Jian, Ma, Shuangge, Li, Hongzhe, Zhang, Cun-Hui
Format: Artigo
Idioma:Inglês
Publicat: 2011
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC3217586/
https://ncbi.nlm.nih.gov/pubmed/22102764
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