High-dimensional variable screening and bias in subsequent inference, with an empirical comparison

DOI10.1007/s00180-013-0436-3zbMath1306.65035OpenAlexW2037366835MaRDI QIDQ2259726

Jacopo Mandozzi

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/325774/files/180_2013_Article_436.pdf

zbMATH Keywords

ridgelinear modelvariable selectionsparsitylassosure independence screeningelastic net

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (22)

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Uses Software

• glmnet
• boost

Cites Work

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