FIRST: Combining forward iterative selection and shrinkage in high dimensional sparse linear regression
Work
Year: 2009
Type: article
Abstract: We propose a new class of variable selection techniques for regression in high dimensional linear models based on a forward selection version of the LASSO, adaptive LASSO or elastic net, respectively ... more
Source: Statistics and Its Interface
Institution North Carolina State University
Cites: 27
Cited by: 19
Related to: 10
FWCI: 0.442
Citation percentile (by year/subfield): 72.84
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze