High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
Year of publication: |
2014
|
---|---|
Authors: | Bühlmann, Peter ; Mandozzi, Jacopo |
Published in: |
Computational Statistics. - Springer. - Vol. 29.2014, 3, p. 407-430
|
Publisher: |
Springer |
Subject: | Elastic net | Lasso | Linear model | Ridge | Sparsity | Sure independence screening | Variable selection |
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