Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
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Publication:5146023
DOI10.1080/01621459.2020.1837138zbMath1452.62519OpenAlexW3117440047MaRDI QIDQ5146023
Kaizheng Wang, Cong Ma, Jianqing Fan
Publication date: 22 January 2021
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2020.1837138
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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