搜索结果: 1-1 共查到“理论统计学 High-Dimensional Linear Regression Models”相关记录1条 . 查询时间(0.14 秒)
Post-L1-Penalized Estimators in High-Dimensional Linear Regression Models
Post-L1-Penalized Estimators High-Dimensional Linear Regression Models
2010/3/9
In this paper we study the post-penalized estimator which applies ordinary,
unpenalized linear regression to the model selected by the first step penalized estimators,
typically the LASSO. It is wel...