Ridge regression revisited: debiasing, thresholding and bootstrap

DOI10.1214/21-AOS2156MaRDI QIDQ2148980

Dimitris N. Politis, Yunyi Zhang

Publication date: 24 June 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.08071

zbMATH Keywords

predictionresamplinghigh-dimensional dataregressionGaussian approximation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40)

Uses Software

• hdi

Cites Work

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