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A SIGNIFICANCE TEST FOR THE LASSO()
In the sparse linear regression setting, we consider testing the significance of the predictor variable that enters the current lasso model, in the sequence of models visited along the lasso solution path. We propose a simple test statistic based on lasso fitted values, called the covariance test st...
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| Publicado en: | Ann Stat |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
2014
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| Assuntos: | |
| Acceso en liña: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4285373/ https://ncbi.nlm.nih.gov/pubmed/25574062 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/13-AOS1175 |
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