Predictor ranking and false discovery proportion control in high-dimensional regression
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References listed on IDEAS
- Meinshausen, Nicolai & Meier, Lukas & BÃ¼hlmann, Peter, 2009. "p-Values for High-Dimensional Regression," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1671-1681.
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More about this item
KeywordsMultiple testing; Penalized regression; Sparsity; Variable selection;
StatisticsAccess and download statistics
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