Double shrunken selection operator

DOI10.1080/03610918.2017.1395040OpenAlexW2581138979MaRDI QIDQ5086183

Bahadır Yüzbaşı, Mohammad Arashi

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.06304

zbMATH Keywords

prediction errorMSELassolinear regression modelStein-type shrinkage estimatordouble shrinking

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)

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