Rejoinder

DOI10.1016/j.jspi.2013.05.018zbMath1432.62201OpenAlexW4231494179MaRDI QIDQ5965588

Cun-Hui Zhang, Sara van de Geer, Philipp Rütimann, Peter Bühlmann

Publication date: 24 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.05.018

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Uses Software

• glasso
• hgam

Cites Work

• Statistics for high-dimensional data. Methods, theory and applications.
• The sequential rejection principle of familywise error control
• High-dimensional additive modeling
• p-Values for High-Dimensional Regression
• Hierarchical testing of variable importance
• Stability Selection
• Variable Selection with Error Control: Another Look at Stability Selection