Hard thresholding regression

DOI10.1111/sjos.12353zbMath1417.62197OpenAlexW2892740843WikidataQ100725670 ScholiaQ100725670MaRDI QIDQ4629285

Joseph G. Ibrahim, Bai Jiang, Qiang Sun, Hong-Tu Zhu

Publication date: 21 March 2019

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7558802

zbMATH Keywords

sparsityoracle propertyLassobest subset selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (2)

Variable Selection With Second-Generation P-Values ⋮ Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis

Uses Software

• scout

Cites Work

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