A simultaneous estimation and variable selection rule (Q5931143)
From MaRDI portal
scientific article; zbMATH DE number 1593934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simultaneous estimation and variable selection rule |
scientific article; zbMATH DE number 1593934 |
Statements
A simultaneous estimation and variable selection rule (English)
0 references
2 September 2001
0 references
shrinkage estimator
0 references
extraneous variables
0 references
squared error loss
0 references
data weighted prior
0 references
subset selection
0 references
maximum entropy
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
