Goodness-of-Fit Tests for High Dimensional Linear Models
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Publication:4603816
DOI10.1111/rssb.12234OpenAlexW2435554614MaRDI QIDQ4603816
Publication date: 19 February 2018
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.03334
Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40)
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Uses Software
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