Multivariate regression through affinely weighted penalized least squares

DOI10.1214/12-IMSCOLL904zbMATH Open1327.62419MaRDI QIDQ5499676

Rudolf Beran

Publication date: 30 July 2015

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

zbMATH Keywords

quadratic riskadaptationunbalanced designmultiple penalties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

Penalized Weighted Variance Estimate for Dimension Reduction ⋮ Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout

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