Hypercube estimators: penalized least squares, submodel selection, and numerical stability

DOI10.1016/j.csda.2013.05.020zbMath1471.62027OpenAlexW2012132481MaRDI QIDQ1621345

Rudolf Beran

Publication date: 8 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.05.020

zbMATH Keywords

condition numberlinear modelestimated riskmultiple shrinkagemean arraysspline fitssubmodel fits

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Uses Software

• SemiPar

Cites Work

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