Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.csda.2008.05.006
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dc.titleA note on adaptive group lasso
dc.contributor.authorWang, H.
dc.contributor.authorLeng, C.
dc.date.accessioned2014-10-28T05:09:22Z
dc.date.available2014-10-28T05:09:22Z
dc.date.issued2008-08-15
dc.identifier.citationWang, 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
dc.identifier.issn01679473
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/104951
dc.description.abstractGroup 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.csda.2008.05.006
dc.sourceScopus
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.doi10.1016/j.csda.2008.05.006
dc.description.sourcetitleComputational Statistics and Data Analysis
dc.description.volume52
dc.description.issue12
dc.description.page5277-5286
dc.description.codenCSDAD
dc.identifier.isiut000259075900020
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