Measures of Uncertainty for Shrinkage Model Selection (Q6185141)
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scientific article; zbMATH DE number 7796640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measures of Uncertainty for Shrinkage Model Selection |
scientific article; zbMATH DE number 7796640 |
Statements
Measures of Uncertainty for Shrinkage Model Selection (English)
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29 January 2024
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asymptotic coverage probability
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average probability of coverage
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consistency
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nested MCS
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shrinkage model selection
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uncertainty
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