Nonpenalized variable selection in high-dimensional linear model settings via generalized fiducial inference
نویسندگان
چکیده
منابع مشابه
Generalized Fiducial Inference via Discretization
Abstract: In addition to the usual sources of error that have been long studied by statisticians, many data sets have been rounded off in some manner, either by the measuring device or storage on a computer. In this paper we investigate theoretical properties of generalized fiducial distribution introduced in Hannig (2009) for discretized data. Limit theorems are provided for both fixed sample ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2019
ISSN: 0090-5364
DOI: 10.1214/18-aos1733