Wang and Leng (2016), High-Dimensional Ordinary Least-Squares Projection for Screening Variables, Journal of The Royal Statistical Society Series B, 78, 589–611

DOI10.1111/rssb.12427OpenAlexW3186063943MaRDI QIDQ5087420

Chenlei Leng, Tom Boot, Xiangyu Wang

Publication date: 11 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/rssb.12427

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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