Efficient test-based variable selection for high-dimensional linear models
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References listed on IDEAS
- Jelle J. Goeman & Sara A. Van De Geer & Hans C. Van Houwelingen, 2006. "Testing against a high dimensional alternative," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 477-493, June.
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More about this item
KeywordsCross-validation; High-dimensional testing; Maximal absolute correlation; Variable selection;
StatisticsAccess and download statistics
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