Generalised Rank Regression Estimator with Standard Error Adjusted Lasso (Q5361194)
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scientific article; zbMATH DE number 6781078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalised Rank Regression Estimator with Standard Error Adjusted Lasso |
scientific article; zbMATH DE number 6781078 |
Statements
Generalised Rank Regression Estimator with Standard Error Adjusted Lasso (English)
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27 September 2017
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multicollinearity
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penalised regression
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robust estimation
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shrinkage
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least-squares (LS) analysis
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0.89095885
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0.88646424
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0.88612276
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0.8727783
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0.8727542
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