The EAS approach to variable selection for multivariate response data in high-dimensional settings

DOI10.1214/23-ejs2141arXiv2107.04873OpenAlexW3179152816MaRDI QIDQ6135077

Jonathan P. Williams, Salil Koner

Publication date: 23 August 2023

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.04873

zbMATH Keywords

model selectionasymptotic consistencyregularized regressiongeneralized fiducial inference

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

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