Inference without compatibility: using exponential weighting for inference on a parameter of a linear model
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Publication:2040072
DOI10.3150/20-BEJ1280zbMath1473.62251OpenAlexW3160524352WikidataQ115488543 ScholiaQ115488543MaRDI QIDQ2040072
Publication date: 9 July 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/20-bej1280
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)
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