Pages that link to "Item:Q5864507"
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The following pages link to The Risk of James–Stein and Lasso Shrinkage (Q5864507):
Displaying 12 items.
- On the mean squared error of the ridge estimator of the covariance and precision matrix (Q511555) (← links)
- Shrinkage for categorical regressors (Q2024479) (← links)
- A comment on Hansen's risk of James-Stein and Lasso shrinkage (Q2086215) (← links)
- A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing (Q4638806) (← links)
- PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (Q4960729) (← links)
- Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors (Q4960759) (← links)
- (Q5039577) (← links)
- Optimal regression parameter-specific shrinkage by plug-in estimation (Q5077520) (← links)
- Double shrunken selection operator (Q5086183) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- Model Selection and Shrinkage: An Overview (Q5864503) (← links)
- On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function (Q6166522) (← links)
