Adaptive Handling of Dependence in High-Dimensional Regression Modeling

<a class="pub-badge pub-badge--doi" href="https://doi.org/10.1080/10618600.2022.2076687" rel="nofollow">DOI 10.1080/10618600.2022.2076687</a><a class="pub-badge pub-badge--mardi" href="https://portal.mardi4nfdi.de/wiki/Item:Q6093501" rel="nofollow">MaRDI QID Q6093501</a><a class="pub-badge pub-badge--grey" href="https://fdo.portal.mardi4nfdi.de/fdo/Q6093501" rel="nofollow">FDO</a>

Authors Florian Hébert, David Causeur, Mathieu Emily

Publication date 9 October 2023

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://figshare.com/articles/journal_contribution/Adaptive_Handling_of_Dependence_in_High-Dimensional_Regression_Modeling/19758837

zbMATH Keywords

predictionpenalized estimationdecorrelationnaive predictionrank-reduced estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(1)

• High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting

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