Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "lasso"

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  • Goodness-of-fit tests for high dimensional linear models 

    Shah, Rajen Dinesh; Bühlmann, P
    We propose a framework for constructing goodness-of-fit tests in both low and high dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or ...