Regularization After Marginal Learning for Ultra-High Dimensional Regression Models

DOI10.1007/978-3-319-41573-4_1OpenAlexW2603231609MaRDI QIDQ4595745

Yang Feng, Mengjia Yu

Publication date: 6 December 2017

Published in: Contributions to Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-41573-4_1

zbMATH Keywords

selectionregression modelslassoindependence screeningretentionsign consistencyspurious correlationsmarginal learning

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Measures of association (correlation, canonical correlation, etc.) (62H20)

This page was built for publication: Regularization After Marginal Learning for Ultra-High Dimensional Regression Models