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Absolute penalty and shrinkage estimation in partially linear models - MaRDI portal

Absolute penalty and shrinkage estimation in partially linear models (Q433248)

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scientific article; zbMATH DE number 6055876
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English
Absolute penalty and shrinkage estimation in partially linear models
scientific article; zbMATH DE number 6055876

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    Absolute penalty and shrinkage estimation in partially linear models (English)
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    13 July 2012
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    James-Stein estimator
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    absolute penalty estimation
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    lasso
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    adaptive lasso
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    B-spline approximation
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    semiparametric model
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    Monte Carlo simulation
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