p-Values for High-Dimensional Regression

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Publication:3069897


DOI10.1198/jasa.2009.tm08647zbMath1205.62089arXiv0811.2177MaRDI QIDQ3069897

Nicolai Meinshausen, Lukas Meier, Peter Bühlmann

Publication date: 1 February 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.2177


62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models


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