HDCI

swMATH32617CRANHDCIMaRDI QIDQ44328

High Dimensional Confidence Interval Based on Lasso and Bootstrap

Hanzhong Liu

Last update: 6 June 2017

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.0-2

Source code repository: https://github.com/cran/HDCI

Described by source

• A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models

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