MODEL BUILDING AND DATA MINING
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Publication:4432535
DOI10.1081/ETC-100103820zbMath1023.62116MaRDI QIDQ4432535
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Publication date: 27 October 2003
Published in: Econometric Reviews (Search for Journal in Brave)
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)
Related Items (3)
IN MEMORY OF JOHN DENIS SARGAN ⋮ J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY ⋮ MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
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- A Hybrid Problem on the Exponential Family
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
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