Shrinking toward submodels in regression
type: Item
instance of: scholarly article
title: Shrinking toward submodels in regression
zbMATH Open document ID: 0798.62077
DOI: 10.1016/0378-3758(94)90156-2
author: Youngjo Lee
author: David S. Birkes
published in: Journal of Statistical Planning and Inference
publication date: 1994-09-13T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C12
zbMATH DE Number: 638283
zbMATH Keywords: empirical Bayes estimation
zbMATH Keywords: normal-equation approach
zbMATH Keywords: shrinkage estimator
zbMATH Keywords: subspace-Stein estimator
zbMATH Keywords: subspace-ridge estimator
zbMATH Keywords: subspace- shrinkage estimation
zbMATH Keywords: generalized ridge estimation
zbMATH Keywords: choice of shrinkage coefficient
zbMATH Keywords: choice of subspace
zbMATH Keywords: data-adaptive selection
zbMATH Keywords: ordinary least- squares estimation
zbMATH Keywords: variable selection
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)90156-2
OpenAlex ID: W2066877054
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description: scientific article; zbMATH DE number 638283