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Group Variable Selection with Oracle Property by Weight-Fused Adaptive Elastic Net Model for Strongly Correlated Data.
- Source :
-
Communications in Statistics: Simulation & Computation . Nov2014, Vol. 43 Issue 10, p2468-2481. 14p. - Publication Year :
- 2014
-
Abstract
- This paper is the generalization of weight-fused elastic net (Fu and Xu, 2012), which performs group variable selection by combining weight-fused LASSO(wfLasso) and elastic net (Zou and Hastie, 2005) penalties. In this study, the elastic net penalty is replaced by adaptive elastic net penalty (AdaEnet) (Zou and Zhang, 2009), and a new group variable selection algorithm with oracle property (Fan and Li, 2001; Zou, 2006) is obtained. [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISSN :
- 03610918
- Volume :
- 43
- Issue :
- 10
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Simulation & Computation
- Publication Type :
- Academic Journal
- Accession number :
- 96654286
- Full Text :
- https://doi.org/10.1080/03610918.2012.752841