Discussion: ``A significance test for the lasso
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Publication:2249838
DOI10.1214/13-AOS1175AzbMath1305.62248arXiv1405.6792MaRDI QIDQ2249838
Lukas Meier, Sara van de Geer, Peter Bühlmann
Publication date: 3 July 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.6792
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
62J12: Generalized linear models (logistic models)
Related Items
Dealing with big data: comparing dimension reduction and shrinkage regression methods, The use of vector bootstrapping to improve variable selection precision in Lasso models, High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
Uses Software
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