False discovery rate control via debiased lasso
نویسندگان
چکیده
منابع مشابه
False Discovery Rate Control via Debiased Lasso
We consider the problem of variable selection in high-dimensional statistical models where the goal is to report a set of variables, out of many predictors X1, . . . , Xp, that are relevant to a response of interest. For linear high-dimensional model, where the number of parameters exceeds the number of samples (p > n), we propose a procedure for variables selection and prove that it controls t...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2019
ISSN: 1935-7524
DOI: 10.1214/19-ejs1554