Regularization after retention in ultrahigh dimensional linear regression models (Q4626695)

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scientific article; zbMATH DE number 7030929
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English
Regularization after retention in ultrahigh dimensional linear regression models
scientific article; zbMATH DE number 7030929

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    Regularization after retention in ultrahigh dimensional linear regression models (English)
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    28 February 2019
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    independence screening
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    Lasso
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    penalized least square
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    retention
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    selection consistency
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    variable selection
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