Adaptive Handling of Dependence in High-Dimensional Regression Modeling

DOI10.1080/10618600.2022.2076687MaRDI QIDQ6093501FDOQ6093501

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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