High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking (Q2302521)

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High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
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    High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking (English)
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    26 February 2020
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    simulation study
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    high-dimensional regression
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    penalized regression
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    Lasso
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    variable selection
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    prediction
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