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Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap - MaRDI portal

Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap

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Publication:6349290

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DOI10.1214/21-AOS2156arXiv2009.08071MaRDI QIDQ6349290

Yunyi Zhang, Dimitris N. Politis

Publication date: 17 September 2020

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

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