A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (Q5134479)

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scientific article; zbMATH DE number 7274747
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A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models
scientific article; zbMATH DE number 7274747

    Statements

    A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (English)
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    16 November 2020
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    bootstrap
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    confidence interval
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    high-dimensional inference
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    Lasso+partial ridge
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    model selection consistency
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