High-dimensional inference in misspecified linear models
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Publication:491406
DOI10.1214/15-EJS1041zbMath1327.62420arXiv1503.06426OpenAlexW1531316514MaRDI QIDQ491406
Sara van de Geer, Peter Bühlmann
Publication date: 25 August 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.06426
Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Uses Software
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