A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity
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DOI: 10.1080/00949655.2019.1576683
Abstract: ABSTRACT We develop a novel Adaptive Elastic Net (AEN) modelling using a new covariance-regularization approach via the Hybridized Smoothed Covariance Estimators (HSCEs) to identify and select the best subset of predictors in undersized high-dimensional data… read more here.
Keywords: information; model; adaptive elastic; elastic net ... See more keywords