Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
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Publication:2062391
DOI10.1007/s00362-020-01193-1zbMath1482.62078OpenAlexW3039588107MaRDI QIDQ2062391
Lasanthi C. R. Pelawa Watagoda, David J. Olive
Publication date: 27 December 2021
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-020-01193-1
Related Items (3)
Prediction intervals for GLMs, GAMs, and some survival regression models ⋮ A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models ⋮ Bootstrapping some GLM and survival regression variable selection estimators
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