Optimal two-step prediction in regression
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Publication:2396353
DOI10.1214/17-EJS1287zbMath1364.62090arXiv1410.5014MaRDI QIDQ2396353
Didier Chételat, Joseph Salmon, Johannes Lederer
Publication date: 8 June 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.5014
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)
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