Variable selection in high-dimensional linear model with possibly asymmetric errors.
Gabriela CiupercaPublished in: Comput. Stat. Data Anal. (2021)
Keyphrases
- variable selection
- linear model
- high dimensional
- linear models
- input variables
- regression model
- least squares
- cross validation
- low dimensional
- high dimensional data
- dimension reduction
- nonlinear models
- additive model
- model selection
- high dimensionality
- linear transformation
- dimensionality reduction
- group lasso
- nearest neighbor
- number of input variables
- feature space
- parameter space
- data points
- training data
- feature selection
- data mining
- neural network