Improved loss estimation for the lasso: a variable selection tool (Q2347554)

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Improved loss estimation for the lasso: a variable selection tool
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    Improved loss estimation for the lasso: a variable selection tool (English)
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    28 May 2015
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    loss estimation
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    conditional inference
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    lasso
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    variable selection
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    SURE
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    unbiased estimator of loss.
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