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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...
Kaydedildi:
| Asıl Yazarlar: | , , , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
2011
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| Konular: | |
| Online Erişim: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3217586/ https://ncbi.nlm.nih.gov/pubmed/22102764 |
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