Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’

DOI10.1002/ASMB.2220zbMATH Open1411.62210OpenAlexW3171988519MaRDI QIDQ4620190FDOQ4620190

Authors: Peihua Qiu, Kai Yang, Lu You 

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2220

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zbMATH Keywords

high-dimensional data analysisshrinkage estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (3)

• Planar piecewise linear random motions with jumps
• Stochastic velocity motions and processes with random time
• On diffusion at finite speed in a plane

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