Mkhadri, Abdallah; Ouhourane, Mohamed - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 631-644
avoiding the overshrinkage of a Lasso-type estimator. It combines the idea of the VISA algorithm which avoids the overshrinkage … limitation of the grouping effect of Lasso in high dimension. It is based on a modified VISA algorithm, so it is also …
