A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models
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Publication:5134479
DOI10.5705/ss.202018.0131zbMath1453.62581arXiv1706.02150OpenAlexW2964037952WikidataQ129423648 ScholiaQ129423648MaRDI QIDQ5134479
Hanzhong Liu, Jingyi Jessica Li, Xin Xu
Publication date: 16 November 2020
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.02150
bootstrapconfidence intervalhigh-dimensional inferencemodel selection consistencyLasso+partial ridge
Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40)
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Uses Software
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