Model Selection and Shrinkage: An Overview
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Publication:5864503
DOI10.1080/07474938.2015.1071157zbMath1491.00043OpenAlexW2299020660MaRDI QIDQ5864503
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Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10.1080/07474938.2015.1071157
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)
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