High-Dimensional Regression and Variable Selection Using CAR Scores
نویسندگان
چکیده
منابع مشابه
High Dimensional Variable Selection.
This paper explores the following question: what kind of statistical guarantees can be given when doing variable selection in high dimensional models? In particular, we look at the error rates and power of some multi-stage regression methods. In the first stage we fit a set of candidate models. In the second stage we select one model by cross-validation. In the third stage we use hypothesis tes...
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ژورنال
عنوان ژورنال: Statistical Applications in Genetics and Molecular Biology
سال: 2011
ISSN: 1544-6115,2194-6302
DOI: 10.2202/1544-6115.1730