SLASSO: a scaled LASSO for multicollinear situations Journal Articles

authors

• Arashi, Mohammad
• Asar, Yasin
• Yüzbaşı, Bahadır

status

• published 

publication date

• October 13, 2021

has subject area

• 0104 Statistics (FoR)
• 1402 Applied Economics (FoR)
• 1403 Econometrics (FoR)
• Statistics & Probability (Science Metrix)

published in

• Journal of Statistical Computation and Simulation  Journal

keywords

• BIASED-ESTIMATION
• Biasing parameter
• Computer Science
• Computer Science, Interdisciplinary Applications
• ESTIMATORS
• L-1-penalty
• LASSO
• Liu estimation
• Mathematics
• Multicollinearity
• Physical Sciences
• REGRESSION
• REGULARIZATION
• RIDGE
• SELECTION
• Science & Technology
• Statistics & Probability
• Technology
• variable selection

Digital Object Identifier (DOI)

• 10.1080/00949655.2021.1924174

start page

• 3170

end page

• 3183

volume

• 91

issue

• 15