Estimating the effect of a variable in a high‐dimensional linear model

DOI10.1111/J.1368-423X.2011.00362.XOpenAlexW2095619594MaRDI QIDQ5093189

Allan H. Würtz, Peter S. Jensen

Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2011.00362.x

zbMATH Keywords

robustnessmodel selectionhigh-dimensional dataeffect estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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