Multicarving for high-dimensional post-selection inference
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Publication:2044355
DOI10.1214/21-EJS1825zbMath1471.62423arXiv2006.04613OpenAlexW3157069118MaRDI QIDQ2044355
Claude Renaux, Christoph Schultheiss, Peter Bühlmann
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.04613
linear modellogistic regressionhigh-dimensional datavariable selectionLassosample splittinggroup inference
Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
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