Post selection shrinkage estimation for high‐dimensional data analysis (Q4620187)
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scientific article; zbMATH DE number 7015484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Post selection shrinkage estimation for high‐dimensional data analysis |
scientific article; zbMATH DE number 7015484 |
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Post selection shrinkage estimation for high‐dimensional data analysis (English)
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8 February 2019
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asymptotic risk
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Lasso
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ridge regression
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(positive) shrinkage estimation
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post selection
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sparse model
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