Kibria–Lukman-Type Estimator for Regularization and Variable Selection with Application to Cancer Data
Kibria–Lukman-Type Estimator for Regularization and Variable Selection with Application to Cancer Data
Following the idea presented with regard to the elastic-net and Liu-LASSO estimators, we proposed a new penalized estimator based on the Kibria–Lukman estimator with L1-norms to perform both regularization and variable selection. We defined the coordinate descent algorithm for the new estimator and compared its performance with those of some …