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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.
| github.com/stla/gfiUltra | |
| Bug report | File report |
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Maintainer
| Maintainer | Stéphane Laurent |