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]
@article{WangMRH20,
title = {High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking},
author = {Fan Wang and Sach Mukherjee and Sylvia Richardson and Steven M. Hill},
year = {2020},
doi = {10.1007/s11222-019-09914-9},
url = {https://doi.org/10.1007/s11222-019-09914-9},
researchr = {https://researchr.org/publication/WangMRH20},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {30},
number = {3},
pages = {697-719},
}