High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
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DOI: 10.1007/s00180-013-0436-3
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- Shi, Chengchun & Song, Rui & Lu, Wenbin & Li, Runzi, 2020. "Statistical inference for high-dimensional models via recursive online-score estimation," LSE Research Online Documents on Economics 103043, London School of Economics and Political Science, LSE Library.
- Nickolay Trendafilov & Martin Kleinsteuber & Hui Zou, 2014. "Sparse matrices in data analysis," Computational Statistics, Springer, vol. 29(3), pages 403-405, June.
- Luke Mosley & Idris Eckley & Alex Gibberd, 2021. "Sparse Temporal Disaggregation," Papers 2108.05783, arXiv.org, revised Oct 2022.
- Guillermo Durand & Gilles Blanchard & Pierre Neuvial & Etienne Roquain, 2020. "Post hoc false positive control for structured hypotheses," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1114-1148, December.
- Ioannis D. Vrontos & John Galakis & Ekaterini Panopoulou & Spyridon D. Vrontos, 2024. "Forecasting GDP growth: The economic impact of COVID‐19 pandemic," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 1042-1086, July.
- Chun-Xia Zhang & Jiang-She Zhang & Sang-Woon Kim, 2016. "PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection," Computational Statistics, Springer, vol. 31(4), pages 1237-1262, December.
- Xiaoyi Zhu & Yuhong Yang, 2015. "Variable selection after screening: with or without data splitting?," Computational Statistics, Springer, vol. 30(1), pages 191-203, March.
- Claude Renaux & Laura Buzdugan & Markus Kalisch & Peter Bühlmann, 2020. "Hierarchical inference for genome-wide association studies: a view on methodology with software," Computational Statistics, Springer, vol. 35(1), pages 1-40, March.
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Keywords
Elastic net; Lasso; Linear model; Ridge; Sparsity; Sure independence screening; Variable selection;All these keywords.
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