High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking - researchr publication

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Fan Wang, Sach Mukherjee, Sylvia Richardson, Steven M. Hill. High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking. Statistics and Computing, 30(3):697-719, 2020. [doi]

Abstract is missing.

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