The Penalized Analytic Center Estimator

DOI10.1080/07474938.2015.1092800zbMath1491.62060OpenAlexW2339172700MaRDI QIDQ5864508

Keith Knight

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2015.1092800

zbMATH Keywords

shrinkage estimationanalytic centerDantzig selectorLasso

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Model Selection and Shrinkage: An Overview

Uses Software

• ElemStatLearn

Cites Work

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