High-dimensional variable screening and bias in subsequent inference, with an empirical comparison - Research Collection

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Author

Bühlmann, Peter

Mandozzi, Jacopo

Date

2014-06

Type

Journal Article

Citations

Cited 20 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1007/s00180-013-0436-3

Journal / series

Computational Statistics

Volume

29(3-4)

Pages / Article No.

407 - 430

Publisher

Physica-Verlag

Subject

Elastic net; Lasso; Linear model; Ridge; Sparsity; Sure independence screening; Variable selection

Organisational unit

03502 - Bühlmann, Peter L.

Notes

Received 3 September 2012, Accepted 1 July 2013, Published online 23 September. Published online by: Springer.

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Citations

Cited 20 times in Web of Science

ETH Bibliography

yes

Altmetrics