Shrinkage for categorical regressors
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Publication:2024479
DOI10.1016/j.jeconom.2020.07.051zbMath1471.62416arXiv1901.01898OpenAlexW3097128783MaRDI QIDQ2024479
Jana Mareckova, Phillip Heiler
Publication date: 4 May 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.01898
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Ridge regression; shrinkage estimators (Lasso) (62J07)
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