Post-estimation shrinkage in full and selected linear regression models in low-dimensional data revisited (Q6649361)
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scientific article; zbMATH DE number 7954767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Post-estimation shrinkage in full and selected linear regression models in low-dimensional data revisited |
scientific article; zbMATH DE number 7954767 |
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Post-estimation shrinkage in full and selected linear regression models in low-dimensional data revisited (English)
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5 December 2024
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best subset selection
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lasso
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post-estimation shrinkage
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prediction errors
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simulation study
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