Variable selection using stepdown procedures in high-dimensional linear models
DOI10.4064/am2286-6-2016zbMath1351.62143OpenAlexW2512494044MaRDI QIDQ2833627
Publication date: 18 November 2016
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/am2286-6-2016
ridge regressionvariable selectionmultiple hypothesis testingstepdown procedurehigh-dimensional linear model
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05) Paired and multiple comparisons; multiple testing (62J15)
Uses Software
Cites Work
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