Confidence Intervals for Sparse Penalized Regression With Random Designs
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Publication:5130623
DOI10.1080/01621459.2019.1585251zbMath1445.62181OpenAlexW2918178618WikidataQ104101583 ScholiaQ104101583MaRDI QIDQ5130623
Shu Lu, Liang Yin, Guan Yu, Yu Feng Liu
Publication date: 28 October 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7716883
Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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