Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation (Q4975621)
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scientific article; zbMATH DE number 6757178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation |
scientific article; zbMATH DE number 6757178 |
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Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation (English)
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7 August 2017
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confidence interval
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importance sampling
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Lasso
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Markov chain Monte Carlo
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\(P\)-value
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sampling distribution
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sparse linear model
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