Weak signals in high‐dimensional regression: Detection, estimation and prediction (Q5213967)

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scientific article; zbMATH DE number 7163984
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Weak signals in high‐dimensional regression: Detection, estimation and prediction
scientific article; zbMATH DE number 7163984

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    Weak signals in high‐dimensional regression: Detection, estimation and prediction (English)
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    6 February 2020
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    high-dimensional data
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    Lasso
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    post-selection shrinkage estimation
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    variable selection
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    weak signal detection
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