High-dimensional regression under correlated design: an extensive simulation study

DOI10.1007/978-3-030-17519-1_11zbMath1432.62220OpenAlexW2965163151MaRDI QIDQ2009626

Gökhan Yıldırım, S. Ejaz Ahmed, Hwanwoo Kim, Bahadır Yüzbaşı

Publication date: 29 November 2019

Full work available at URL: https://doi.org/10.1007/978-3-030-17519-1_11

zbMATH Keywords

Monte Carlohigh-dimensional datacorrelated designpenalized and non-penalized methods

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Factorial statistical designs (62K15) Statistical aspects of big data and data science (62R07)

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