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High-Dimensional Metrics in R - MaRDI portal

High-Dimensional Metrics in R

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Publication:147013

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DOI10.48550/ARXIV.1603.01700arXiv1603.01700MaRDI QIDQ147013

Chris Hansen, Victor Chernozhukov, Martin Spindler

Publication date: 5 March 2016

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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