Optimal regression parameter-specific shrinkage by plug-in estimation (Q5077520)
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scientific article; zbMATH DE number 7528964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal regression parameter-specific shrinkage by plug-in estimation |
scientific article; zbMATH DE number 7528964 |
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Optimal regression parameter-specific shrinkage by plug-in estimation (English)
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18 May 2022
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bias-variance tradeoff
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oracle property
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shrinkage estimator
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sparsity
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tuning parameter
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