Choosing the optimal hybrid covariance estimators in adaptive elastic net regression models using information complexity
Esra Pamukçu · Journal of Statistical Computation and Simulation · 2019
Elastic net (EN) is a regularization technique which is used for modelling and variable selection with high-dimensional data at the same time. In the literature, it is claimed that EN modelling can be used for undersized samples with high dimensions (i.e. n<