Adaptive Group Lasso for Multivariate Linear Regression
碩士 === 國立成功大學 === 統計學系碩博士班 === 97 === In traditional statistical method, estimation and variable selection are almost discussed separately. LASSO (Tibshirani, 1996) is a new method for estimation in linear model, it can estimate parameters and variable selection simultaneously. But Lasso is inconsis...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90910161360611684952 |