High Dimensional Data Analysis: Integrating Submodels

DOI10.1007/978-3-319-41573-4_14OpenAlexW2601714446MaRDI QIDQ4595761

Bahadır Yüzbaşı, S. Ejaz Ahmed

Publication date: 6 December 2017

Published in: Contributions to Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-41573-4_14

zbMATH Keywords

Monte Carlo simulationpretestpenalty and shrinkage strategiessparse regression models

Mathematics Subject Classification ID

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

Related Items (3)

Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime ⋮ Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models ⋮ Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses

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