Description
Generalized Fiducial Inference for Ultrahigh-Dimensional Regression.
Description
Variable selection for ultrahigh-dimensional ("large p small n") linear Gaussian models using a fiducial framework allowing to draw inference on the parameters. Reference: Lai, Hannig & Lee (2015) <doi:10.1080/01621459.2014.931237>.
README.md
gfiUltra
Generalized Fiducial Inference for Ultrahigh-Dimensional Regression.