Wang and Leng (2016), High-Dimensional Ordinary Least-Squares Projection for Screening Variables, Journal of The Royal Statistical Society Series B, 78, 589–611

DOI10.1111/RSSB.12427MaRDI QIDQ5087420zbMATH OpenOpenAlexFDO

Authors Xiangyu Wang, Chenlei Leng, Tom Boot

Publication date 11 July 2022

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/rssb.12427

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited in

(3)

• Correction to: ``Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Stability selection via variable decorrelation
• Erratum to: ``Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator

This page was built for publication: Wang and Leng (2016), High-Dimensional Ordinary Least-Squares Projection for Screening Variables, Journal of The Royal Statistical Society Series B, 78, 589–611

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5087420)