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Globaltest confidence regions and their application to ridge regression - MaRDI portal

Globaltest confidence regions and their application to ridge regression (Q6064180)

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scientific article; zbMATH DE number 7776625
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Globaltest confidence regions and their application to ridge regression
scientific article; zbMATH DE number 7776625

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    Globaltest confidence regions and their application to ridge regression (English)
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    12 December 2023
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    confidence regions
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    high dimensional
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    tuning parameter selection
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