High-dimensional variable selection
Work
Year: 2009
Type: article
Abstract: This paper explores the following question: what kind of statistical guarantees can be given when doing variable selection in high dimensional models? In particular, we look at the error rates and pow... more
Source: The Annals of Statistics
Authors Larry Wasserman, Kathryn Roeder
Institution Carnegie Mellon University
Cites: 30
Cited by: 580
Related to: 10
FWCI: 16.8
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze