Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data-Reference-Cited by-同舟云学术

Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data

Published:2019-07-24 Issue:12 Volume:50 Page:4263-4279
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Li Ning¹²,Yang Hu¹,Yang Jing³

Affiliation:

1. College of Mathematics and Statistics, Chongqing University, Chongqing, P. R. China

2. Department of Mathematics and Physics, Hefei University, Hefei, P. R. China

3. Key Laboratory of High Performance Computing and Stochastic Information Processing (Ministry of Education of China), College of Mathematics and Statistics, Hunan Normal University, Changsha, P. R. China

Funder

National Natural Science Foundation of China

the Natural Science Foundation of Hunan Province

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1642484

Reference21 articles.

1. Maximum likelihood identification of Gaussian autoregressive moving average models

2. Better Subset Regression Using the Nonnegative Garrote

3. Cash Management for Index Tracking

4. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

5. Targeting Excess-of-Benchmark Returns

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