High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
- Journal Article
Journal / seriesComputational Statistics
Pages / Article No.
SubjectElastic net; Lasso; Linear model; Ridge; Sparsity; Sure independence screening; Variable selection
Organisational unit03502 - Bühlmann, Peter L.
NotesReceived 3 September 2012, Accepted 1 July 2013, Published online 23 September. Published online by: Springer.
MoreShow all metadata