Penalised Euclidean distance regression
(2018)
Journal Article
Vasiliu, D., Dey, T., & Dryden, I. L. (2018). Penalised Euclidean distance regression. Stat, 7(1), Article e175. https://doi.org/10.1002/sta4.175
A method is introduced for variable selection and prediction in linear regression problems where the number of predictors can be much larger than the number of observations. The methodology involves minimising a penalised Euclidean distance, where th... Read More about Penalised Euclidean distance regression.