Variance estimation in high-dimensional linear regression via adaptive elastic-net
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Publication:6065189
DOI10.3934/jimo.2023094MaRDI QIDQ6065189
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Publication date: 11 December 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Linear regression; mixed models (62J05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Research data for problems pertaining to numerical analysis (65-11)
Cites Work
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- Estimation of error variance via ridge regression
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