Simulation and Analytical Approach to the Identification of Significant Factors
DOI10.1080/03610918.2014.970700zbMath1345.60036arXiv1406.1138OpenAlexW2086644189MaRDI QIDQ2816669
Alexander Rakitko, Alexander V. Bulinski
Publication date: 25 August 2016
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.1138
prediction errorcentral limit theoremsimulationsexchangeable random variablesregularized estimatesnonbinary random responsesignificant factor identification
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Degrees of freedom in lasso problems
- Estimation of nonbinary random response
- A survey of cross-validation procedures for model selection
- Stein's method in high dimensions with applications
- A Central Limit Theorem for Sums of Interchangeable Random Variables
- Applied Statistical Genetics with R
- A martingale approach to central limit theorems for exchangeable random variables
This page was built for publication: Simulation and Analytical Approach to the Identification of Significant Factors