Variable selection after screening: with or without data splitting?

DOI10.1007/s00180-014-0528-8zbMath1342.65079OpenAlexW2052008194MaRDI QIDQ737000

Xiaoyi Zhu, Yuhong Yang

Publication date: 5 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-014-0528-8

zbMATH Keywords

predictionmodel selectionsparse regressionvariable screening

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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