Prediction error after model search
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Publication:2196193
DOI10.1214/19-AOS1818zbMath1448.62137arXiv1610.06107OpenAlexW3030749005MaRDI QIDQ2196193
Publication date: 28 August 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.06107
Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical ranking and selection procedures (62F07)
Uses Software
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