A comment on Hansen's risk of James-Stein and Lasso shrinkage

DOI10.1007/978-3-030-77094-5_34zbMath1495.62075OpenAlexW3202113457MaRDI QIDQ2086215

Chon Van Le

Publication date: 25 October 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-77094-5_34

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Least squares after model selection in high-dimensional sparse models
• All of Nonparametric Statistics
• The Risk of James–Stein and Lasso Shrinkage

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