The revisited knockoffs method for variable selection in L1-penalized regressions

DOI10.1080/03610918.2020.1775850OpenAlexW3042748605MaRDI QIDQ5042150

Clémence Karmann, Aurélie Gueudin-Muller, Anne Gégout-Petit

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.03153

zbMATH Keywords

regressionvariable selectionknockoffsLasso penalization

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

An ensemble learning method for variable selection: application to high-dimensional data and missing values

Cites Work

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