FIRST: combining forward iterative selection and shrinkage in high dimensional sparse linear regression

DOI10.4310/SII.2009.v2.n3.a7zbMath1245.62086OpenAlexW2154180625MaRDI QIDQ440113

Wook Yeon Hwang, Hao Helen Zhang, Subhashis Ghosal

Publication date: 18 August 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2009.v2.n3.a7

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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