Penalty, shrinkage and pretest strategies. Variable selection and estimation

DOI10.1007/978-3-319-03149-1zbMath1306.62002OpenAlexW2488591026MaRDI QIDQ2438806

S. Ejaz Ahmed

Publication date: 6 March 2014

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-03149-1

zbMATH Keywords

Poisson modelspartially linear modelsestimation strategypooling datanormal modelsmultiple regression modelsPoisson regression models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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