Concepedia
Statistical Methodology · 2016 · 28 citations · 25 references
ComputingBiostatisticsComputer ScienceEconometricsDimensionality ReductionMaximum Likelihood EstimationModel SelectionCovariance Matrix EstimationForward SelectionForward Selection IndexPartially Linear Single-index ModelsSelection Model Identification
25
Regression Shrinkage and Selection Via the Lasso
Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations
Business, Biostatistics, Computer Science +17
Regularization and Variable Selection Via the Elastic Net
Hui Zou, Trevor Hastie · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 21K citations · Full text
Computing, Computer Science, Data Science +15
Regularization Paths for Generalized Linear Models via Coordinate Descent
Jerome H. Friedman, Trevor Hastie, Robert Tibshirani · Journal of Statistical Software · 2010 · 17.1K citations · Full text
Natural Sciences, Computer Science, Mathematics +17
Regularization Paths for Generalized Linear Models via Coordinate Descent.
Jerome H. Friedman, Trevor Hastie, Rob Tibshirani · PubMed · 2010 · 14K citations · Full text
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Jianqing Fan, Runze Li · Journal of the American Statistical Association · 2001 · 9.2K citations
Natural Sciences, Mathematics, Econometrics +16