A Perturbation Method for Inference on Regularized Regression Estimates
نویسندگان
چکیده
منابع مشابه
A Perturbation Method for Inference on Regularized Regression Estimates.
Analysis of high dimensional data often seeks to identify a subset of important features and assess their effects on the outcome. Traditional statistical inference procedures based on standard regression methods often fail in the presence of high-dimensional features. In recent years, regularization methods have emerged as promising tools for analyzing high dimensional data. These methods simul...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2011
ISSN: 0162-1459,1537-274X
DOI: 10.1198/jasa.2011.tm10382