Shrinking toward submodels in regression (Q1333134)
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scientific article; zbMATH DE number 638283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinking toward submodels in regression |
scientific article; zbMATH DE number 638283 |
Statements
Shrinking toward submodels in regression (English)
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13 September 1994
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empirical Bayes estimation
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normal-equation approach
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shrinkage estimator
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subspace-Stein estimator
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subspace-ridge estimator
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subspace- shrinkage estimation
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generalized ridge estimation
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choice of shrinkage coefficient
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choice of subspace
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data-adaptive selection
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ordinary least- squares estimation
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variable selection
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