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A LASSO-penalized BIC for mixture model selection

Bhattacharya, Sakyajit; McNicholas, Paul - In: Advances in Data Analysis and Classification 8 (2014) 1, pp. 45-61

this paper, a LASSO-penalized BIC (LPBIC) is introduced to overcome this problem. This approach is illustrated based on …

Persistent link: https://www.econbiz.de/10010846123

Comparing variable selection techniques for linear regression: LASSO and Autometrics.

Epprecht, Camila; Guegan, Dominique; Veiga, Álvaro - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013

(automatic general-to-specific selection) and LASSO (?1-norm regularization). In a simulation study, we show the performance of …

Persistent link: https://www.econbiz.de/10010720623

Comparing variable selection techniques for linear regression: LASSO and Autometrics

Epprecht, Camila; Guegan, Dominique; Veiga, Álvaro - HAL - 2013

(automatic general-to-specific selection) and LASSO (ℓ1-norm regularization). In a simulation study, we show the performance of …

Persistent link: https://www.econbiz.de/10011025644

LASSO-type penalization in the framework of generalized additive models for location, scale and shape

Groll, Andreas; Hambuckers, Julien; Kneib, Thomas; … - 2018

options are provided: the conventional least absolute shrinkage and selection operator (LASSO) for metric covariates, and both … group and fused LASSO for categorical predictors. The methods are investigated both for simulated data and for two real data …

Persistent link: https://www.econbiz.de/10011930753