A Simulation of Biased Estimation and Subset Selection Regression Techniques

DOI10.2307/1268986zbMath0649.62064OpenAlexW1972351346MaRDI QIDQ3795084

A. E. Hoerl, John H. Schuenemeyer, Roger W. Hoerl

Publication date: 1986

Published in: Technometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1268986

zbMATH Keywords

ridge regressionleast squaresprincipal component regressionstepwise regressionbiased estimationlarge-scale simulationsubset selection regression techniques

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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