A stepwise regression method and consistent model selection for high-dimensional sparse linear models
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Publication:153217
DOI10.5705/ss.2010.081zbMath1225.62095OpenAlexW2124587329MaRDI QIDQ153217
Tze Leung Lai, Ching-Kang Ing, Ching-Kang Ing, Tze Leung Lai
Publication date: October 2011
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.2010.081
inequalitiesgreedy algorithmsparsityoracle propertyLassohigh-dimensional information criterioncomponentwise linear regression
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Inequalities; stochastic orderings (60E15) Limit theorems in probability theory (60F99)
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