Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467)
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scientific article
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| English | Second-order Stein: SURE for SURE and other applications in high-dimensional inference |
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Second-order Stein: SURE for SURE and other applications in high-dimensional inference (English)
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3 December 2021
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debiased estimation
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elastic net
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model selection
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regression
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risk estimate
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Stein's formula
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SURE for SURE
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variance estimate
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variance of model size
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0.7108155488967896
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0.7072545289993286
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0.6907119750976562
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0.6856133937835693
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