Matsui, Hidetoshi; Konishi, Sadanori - In: Computational Statistics & Data Analysis 55 (2011) 12, pp. 3304-3310
In regression analysis, L1 regularizations such as the lasso or the SCAD provide sparse solutions, which leads to variable selection. We consider the variable selection problem where variables are given as functional forms, using L1 regularization. In order to select functional variables each of...