Weak signal identification and inference in penalized model selection (Q2012934)
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scientific article; zbMATH DE number 6756079
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| English | Weak signal identification and inference in penalized model selection |
scientific article; zbMATH DE number 6756079 |
Statements
Weak signal identification and inference in penalized model selection (English)
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3 August 2017
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model selection
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weak signal
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finite sample inference
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adaptive Lasso
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0.8005143404006958
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0.7977237701416016
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0.720836877822876
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0.7200120091438293
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0.6985308527946472
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