High-dimensional variable selection

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Publication:834336

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DOI10.1214/08-AOS646zbMath1173.62054arXiv0704.1139OpenAlexW3103643510WikidataQ37362959 ScholiaQ37362959MaRDI QIDQ834336

Kathryn Roeder, Larry Alan Wasserman

Publication date: 19 August 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.1139

zbMATH Keywords

simulations sparsity lasso stepwise regression osteoporotic fractures

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10)

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