Double shrunken selection operator
dc.authorid | Arashi, Mohammad/0000-0002-5881-9241 | |
dc.authorid | Arashi, Mohammad/0000-0002-5881-9241 | |
dc.authorid | Yuzbasi, Bahadir/0000-0002-6196-3201 | |
dc.authorwosid | Arashi, Mohammad/ABD-3395-2020 | |
dc.authorwosid | Arashi, Mohammad/AAO-4453-2021 | |
dc.authorwosid | Yuzbasi, Bahadir/F-6907-2013 | |
dc.contributor.author | Yuzbasi, B. | |
dc.contributor.author | Arashi, M. | |
dc.date.accessioned | 2024-08-04T20:45:43Z | |
dc.date.available | 2024-08-04T20:45:43Z | |
dc.date.issued | 2019 | |
dc.department | İnönü Üniversitesi | en_US |
dc.description.abstract | The least absolute shrinkage and selection operator (LASSO) is a prominent estimator which selects significant (under some sense) features and kills insignificant ones. Indeed the LASSO shrinks features larger than a noise level to zero. In this article, we force LASSO to be shrunken more by proposing a Stein-type shrinkage estimator emanating from the LASSO, namely the Stein-type LASSO. The newly proposed estimator proposes good performance in risk sense numerically. Variants of this estimator have smaller relative MSE and prediction error, compared to the LASSO, in the analysis of prostate cancer dataset. | en_US |
dc.identifier.doi | 10.1080/03610918.2017.1395040 | |
dc.identifier.endpage | 674 | en_US |
dc.identifier.issn | 0361-0918 | |
dc.identifier.issn | 1532-4141 | |
dc.identifier.issue | 3 | en_US |
dc.identifier.scopus | 2-s2.0-85061456667 | en_US |
dc.identifier.scopusquality | Q3 | en_US |
dc.identifier.startpage | 666 | en_US |
dc.identifier.uri | https://doi.org/10.1080/03610918.2017.1395040 | |
dc.identifier.uri | https://hdl.handle.net/11616/98651 | |
dc.identifier.volume | 48 | en_US |
dc.identifier.wos | WOS:000465355800003 | en_US |
dc.identifier.wosquality | Q4 | en_US |
dc.indekslendigikaynak | Web of Science | en_US |
dc.indekslendigikaynak | Scopus | en_US |
dc.language.iso | en | en_US |
dc.publisher | Taylor & Francis Inc | en_US |
dc.relation.ispartof | Communications in Statistics-Simulation and Computation | en_US |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Double shrinking | en_US |
dc.subject | LASSO | en_US |
dc.subject | Linear regression model | en_US |
dc.subject | MSE | en_US |
dc.subject | Prediction error | en_US |
dc.subject | Stein-type shrinkage estimator | en_US |
dc.title | Double shrunken selection operator | en_US |
dc.type | Article | en_US |