High Dimensional Ordinary Least Squares Projection for Screening Variables (Q5378148)
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scientific article; zbMATH DE number 7064966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High Dimensional Ordinary Least Squares Projection for Screening Variables |
scientific article; zbMATH DE number 7064966 |
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High Dimensional Ordinary Least Squares Projection for Screening Variables (English)
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12 June 2019
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consistency
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forward regression
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generalized inverse
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high dimensionality
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lasso
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marginal correlation
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Moore-Penrose inverse
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ordinary least squares
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sure independent screening
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variable selection
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