Model averaging based on James-Stein estimators
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Publication:479501
DOI10.1007/s00184-014-0483-yzbMath1305.62136OpenAlexW2104523145MaRDI QIDQ479501
Publication date: 5 December 2014
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-014-0483-y
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference (62F99)
Related Items (2)
Model averaging with high-dimensional dependent data ⋮ Least squares model averaging based on generalized cross validation
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