Pseudo estimation and variable selection in regression

DOI10.1016/J.JSPI.2020.01.006zbMath1435.62277OpenAlexW3005166987MaRDI QIDQ2306244

Wenbo Wu, Xiangrong Yin

Publication date: 20 March 2020

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.01.006

zbMATH Keywords

dimension reductionridge regressionlarge \(p\) small \(n\)ensemblemeasurement error regressioncorrelated predictors

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical ranking and selection procedures (62F07)

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