Shrinkage averaging estimation
type: Item
instance of: scholarly article
title: Shrinkage averaging estimation
zbMATH Open document ID: 1254.62082
author: Michael Schomaker
published in: Statistical Papers
publication date: 2013-01-03T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6121435
zbMATH Keywords: tuning parameter selection uncertainty
zbMATH Keywords: model averaging
zbMATH Keywords: model selection
zbMATH Keywords: optimal weight choice
zbMATH Keywords: cross validation
describes a project that uses: copula
describes a project that uses: R
Wikidata QID: Q57992303
MaRDI profile type: Publication
full work available at URL: s00362-011-0405-2
OpenAlex ID: W2042998778
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DOI: 10.1007/S00362-011-0405-2
description: scientific article; zbMATH DE number 6121435