hdm: High-Dimensional Metrics
In this article the package High-dimensional Metrics hdm is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on providing confidence intervals and significance testing for (possibly many...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
The R Foundation,
2019-11-07T19:05:54Z.
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| Subjects: | |
| Online Access: | Get fulltext |