Variable Selection and Shrinkage: Comparison of Some Approaches

DOI10.1111/1467-9574.00156zbMath1075.62590OpenAlexW2027581119MaRDI QIDQ4469518

K. Vach, Martin Schumacher, Willi Sauerbrei

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00156

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

Shrinkage parameter selection via modified cross-validation approach for ridge regression model

This page was built for publication: Variable Selection and Shrinkage: Comparison of Some Approaches