Construct · 1 fields · 1 citations

debiased lasso: a standalone construct

One name. One construct. A landmark on the map.

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debiasedlasso1 CONSTRUCTDebiased lassoZHANG · STATISTICS

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Statistics

a correction to lasso estimates that removes shrinkage bias so confidence intervals and tests can be built for low-dimensional parameters in high-dimensional models.

In statistics, debiased lasso refers to a correction to lasso estimates that removes shrinkage bias so confidence intervals and tests can be built for low-dimensional parameters in high-dimensional models. This meaning comes from Zhang (2013) in Journal of the Royal Statistical Society Series B: Statistical Methodology.[1]

Unit
Recovery means
Measured by

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Nearby constructs

bias6 fields · 8 citationsjingle · one name, six constructsconfidence4 fields · 5 citationsjingle · one word, four constructslasso1 fields · 1 citationsanchor · one construct, one field

References

  1. Zhang, C., & Zhang, S. S. (2013). Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models. Journal of the Royal Statistical Society Series B: Statistical Methodology, 76(1), 217-242. https://doi.org/10.1111/rssb.12026

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