Correlated variables in regression: Clustering and sparse estimation

Bühlmann, Peter; Rütimann, Philipp; van de Geer, Sara; Zhang, Cun-Hui

doi:10.1016/j.jspi.2013.05.019

Metadata only

Autor(in)

Datum

2013-11

Typ

Journal Article

Zitate

94 Zitate in Scopus

ETH Bibliographie

yes

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Publikationsstatus

published

Externe Links

https://doi.org/10.1016/j.jspi.2013.05.019

Zeitschrift / Serie

Journal of Statistical Planning and Inference

Band

143(11)

Seiten / Artikelnummer

1835 - 1858

Verlag

Elsevier

Thema

Canonical correlation; Group Lasso; Hierarchical clustering; High-dimensional inference; Lasso; Oracle inequality; Variable screening; Variable selection

Organisationseinheit

03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
03717 - van de Geer, Sara / van de Geer, Sara

Anmerkungen

Available online 19 June 2013.

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Zitate

94 Zitate in Scopus

ETH Bibliographie

yes

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Correlated variables in regression