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Variable selection and collinearity processing for multivariate data via row-elastic-net regularization |
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| Authors: | Chen Bingzhen Zhai Wenjuan Kong Lingchen |
| Affiliation: | 1.Institute of Statistics and Big Data, Renmin University of China, 59 Zhongguancun Avenue, Beijing, 100872, China ;2.Department of Applied Mathematics, Cangzhou Jiaotong College, Cangzhou, 061100, China ;3.Department of Applied Mathematics, Beijing Jiaotong University, Beijing, 100044, China ; |
| Abstract: | AStA Advances in Statistical Analysis - Multivariate data is collected in many fields, such as chemometrics, econometrics, financial engineering and genetics. In multivariate data,... |
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