Construct · 1 fields · 1 citations

adaptive lasso: a standalone construct

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Statistics

a lasso with coefficient-specific penalty weights based on an initial estimate, which can select the true model consistently (the oracle property).

In statistics, adaptive lasso refers to a lasso with coefficient-specific penalty weights based on an initial estimate, which can select the true model consistently (the oracle property). This meaning comes from Zou (2006) in Journal of the American Statistical Association.[1]

Unit
Recovery means
Measured by

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Nearby constructs

association4 fields · 4 citationsjingle · one word, four constructs lasso1 fields · 1 citationsanchor · one construct, one field model3 fields · 3 citationsjingle · one word, three constructs

References

Zou, H. (2006). The Adaptive Lasso and Its Oracle Properties. Journal of the American Statistical Association, 101(476), 1418-1429. https://doi.org/10.1198/016214506000000735

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