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