Rejoinder to ‘Post‐selection shrinkage estimation for high‐dimensional data analysis’-Reference-Cited by-同舟云学术

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Rejoinder to ‘Post‐selection shrinkage estimation for high‐dimensional data analysis’

Published:2017-03 Issue:2 Volume:33 Page:131-135
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl Stoch Models Bus & Ind

Author:

Gao Xiaoli¹,Ejaz Ahmed S.²,Feng Yang³

Affiliation:

1. Department of Mathematics and Statistics University of North Carolina at Greensboro Greensboro, North Carolina USA

2. Department of Mathematics and Statistics Brock University, Saint Catharines Ontario Canada

3. Department of Statistics Columbia University New York USA

Funder

Natural Sciences and Engineering Research Council of Canada

Simons Foundation

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/asmb.2245

Reference10 articles.

1. Estimation in high-dimensional linear models with deterministic design matrices

2. Classification with ultrahigh‐dimensional features;Li Y;arXiv preprint arXiv:1611.01541,2016

3. Sure independence screening for ultrahigh dimensional feature space

4. Modified Cross-Validation for Penalized High-Dimensional Linear Regression Models

5. Restricted consistent cross‐validation for tuning parameter selection in high‐dimensional variable selection;Feng Y;manuscript,2016

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