Cargando…
Globaltest confidence regions and their application to ridge regression
We construct confidence regions in high dimensions by inverting the globaltest statistics, and use them to choose the tuning parameter for penalized regression. The selected model corresponds to the point in the confidence region of the parameters that minimizes the penalty, making it the least comp...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
John Wiley and Sons Inc.
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8519024/ https://www.ncbi.nlm.nih.gov/pubmed/34046931 http://dx.doi.org/10.1002/bimj.202000063 |