High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
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Publication:2259726
DOI10.1007/s00180-013-0436-3zbMath1306.65035OpenAlexW2037366835MaRDI QIDQ2259726
Jacopo Mandozzi, Peter Bühlmann
Publication date: 5 March 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: http://doc.rero.ch/record/325774/files/180_2013_Article_436.pdf
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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