A Perturbation Method for Inference on Regularized Regression Estimates
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Publication:3225803
DOI10.1198/jasa.2011.tm10382zbMath1323.62076OpenAlexW2013955691WikidataQ36116188 ScholiaQ36116188MaRDI QIDQ3225803
Tianxi Cai, Jessica Minnier, L. Tian
Publication date: 22 March 2012
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://biostats.bepress.com/cgi/viewcontent.cgi?article=1126&context=harvardbiostat
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
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