High-dimensional variable selection (Q834336)

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High-dimensional variable selection
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    title
    High-dimensional variable selection (English)
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    DOI
    10.1214/08-AOS646
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    author
    Larry Alan Wasserman
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    Kathryn Roeder
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    publication date
    19 August 2009
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    Mathematics Subject Classification ID
    62J05
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    62F12
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    62H12
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    62F10
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    62J07
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    62P10
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    zbMATH DE Number
    5596898
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    zbMATH Keywords
    lasso
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    stepwise regression
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    sparsity
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    osteoporotic fractures
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    simulations
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