Stability Selection

DOI10.1111/j.1467-9868.2010.00740.xzbMath1411.62142OpenAlexW2562162676WikidataQ114873406 ScholiaQ114873406MaRDI QIDQ4632639

Nicolai Meinshausen, Peter Bühlmann

Publication date: 30 April 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2010.00740.x

zbMATH Keywords

resampling high dimensional data stability selection structure estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)

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