Posterior asymptotic normality for an individual coordinate in high-dimensional linear regression
Work
Year: 2019
Type: article
Abstract: It is well known that high-dimensional procedures like the LASSO provide biased estimators of parameters in a linear model. In a 2014 paper Zhang and Zhang showed how to remove this bias by means of a... more
Source: Electronic Journal of Statistics
Author Dana Yang
Cites: 8
Cited by:
Related to: 10
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Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: gold
APC paid (est): $675