Non-asymptotic confidence regions for regularized linear regression estimates

DOI10.1007/978-3-030-27550-1_77zbMath1469.62298OpenAlexW2989892364MaRDI QIDQ1982828

Balázs Csanád Csáji

Publication date: 14 September 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-27550-1_77

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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