High-dimensional variable screening and bias in subsequent inference, with an empirical comparison

Computational Statistics

Volumn 29, Issue 3-4, 2014, Pages 407-430

  Bühlmann, Peter ^a   Mandozzi, Jacopo ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

Elastic net; Lasso; Linear model; Ridge; Sparsity; Sure independence screening; Variable selection

Indexed keywords

EID: 84901833265     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-013-0436-3     Document Type: Article

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