4 citations · 6 across the 10 of their papers we have counts for
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math.ST2020★ 2 cited
Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap
Yunyi Zhang, Dimitris N. Politis
The success of the Lasso in the era of high-dimensional data can be attributed to its conducting an implicit model selection, i.e., zeroing out regression coefficients that are not…
math.ST2020★ 4 cited
Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees
Yunyi Zhang, Dimitris N. Politis
It can be argued that optimal prediction should take into account all available data. Therefore, to evaluate a prediction interval's performance one should employ conditional cover…