Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’

DOI10.1002/ASMB.2220zbMath1411.62210OpenAlexW3171988519MaRDI QIDQ4620190

Kai Yang, Lu You, Peihua Qiu

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://doi.org/10.1002/asmb.2220

zbMATH Keywords

shrinkage estimationhigh-dimensional data analysis

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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