COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, vol.50, no.6, pp.1820-1836, 2021 (SCI-Expanded)
Article / Article
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
lasso, L, (1) penalty, Robustness, Variable selection
Yıldız Technical University Affiliated:
Variable selection is one of the important practical issues for many scientific areas, particularly in chemometrics, where data sets include several hundreds of variables and low number of observations. The aim of this paper is to compare some newly proposed variable selection methods by means of extensive simulation studies and to give some practical hints for use of the compared methods. Furthermore, we underpin the performances of compared methods based on real data examples.