Selective inference with unknown variance via the square-root lasso (Q4562726)
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scientific article; zbMATH DE number 6994533
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selective inference with unknown variance via the square-root lasso |
scientific article; zbMATH DE number 6994533 |
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Selective inference with unknown variance via the square-root lasso (English)
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18 December 2018
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confidence interval
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hypothesis testing
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Lasso
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model selection
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square-root Lasso
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