ESTIMATION, PREDICTION AND INFERENCE FOR THE LASSO RANDOM EFFECTS MODEL

DOI10.1111/j.1467-842X.2008.00526.xzbMath1334.62060OpenAlexW2051448654MaRDI QIDQ2802726

Scott D. Foster, Arūnas P. Verbyla, Wayne S. Pitchford

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2008.00526.x

zbMATH Keywords

hierarchical modelmarginal likelihoodLASSOprediction distributionvariance parameters

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (1)

Model selection by LASSO methods in a change-point model

Cites Work

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• A random model approach for the LASSO
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models

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