Please use this identifier to cite or link to this item:
|Title:||A note on adaptive group lasso|
|Citation:||Wang, H., Leng, C. (2008-08-15). A note on adaptive group lasso. Computational Statistics and Data Analysis 52 (12) : 5277-5286. ScholarBank@NUS Repository. https://doi.org/10.1016/j.csda.2008.05.006|
|Abstract:||Group lasso is a natural extension of lasso and selects variables in a grouped manner. However, group lasso suffers from estimation inefficiency and selection inconsistency. To remedy these problems, we propose the adaptive group lasso method. We show theoretically that the new method is able to identify the true model consistently, and the resulting estimator can be as efficient as oracle. Numerical studies confirmed our theoretical findings. © 2008 Elsevier B.V. All rights reserved.|
|Source Title:||Computational Statistics and Data Analysis|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Jun 22, 2018
WEB OF SCIENCETM
checked on May 23, 2018
checked on Jun 14, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.