Post selection shrinkage estimation for high‐dimensional data analysis

DOI10.1002/asmb.2193zbMath1411.62200arXiv1603.07277OpenAlexW2306762256MaRDI QIDQ4620187

Xiaoli Gao, Yang Feng, S. Ejaz Ahmed

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.07277

zbMATH Keywords

ridge regressionLassoasymptotic risksparse modelpost selection(positive) shrinkage estimation

Mathematics Subject Classification ID

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