Delete or merge regressors for linear model selection
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Publication:78545
DOI10.1214/15-ejs1050zbMath1323.62025arXiv1505.04008MaRDI QIDQ78545
Piotr Pokarowski, Aleksandra Maj-Kańska, Agnieszka Prochenka, Aleksandra Maj-Kańska, Piotr Pokarowski, Agnieszka Prochenka
Publication date: 1 January 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.04008
62J07: Ridge regression; shrinkage estimators (Lasso)
62F07: Statistical ranking and selection procedures
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