A High‐dimensional Focused Information Criterion (Q4637090)

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scientific article; zbMATH DE number 6861028
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A High‐dimensional Focused Information Criterion
scientific article; zbMATH DE number 6861028

    Statements

    A High‐dimensional Focused Information Criterion (English)
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    17 April 2018
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    focused information criterion
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    high-dimensional data
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    variable selection
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    desparsified estimator
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