Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
type: Item
instance of: scholarly article
title: Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
zbMATH Open document ID: 1482.62078
author: Lasanthi C. R. Pelawa Watagoda
author: David J. Olive
published in: Statistical Papers
publication date: 2021-12-27T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 7450910
zbMATH Keywords: forward selection
zbMATH Keywords: Lasso
zbMATH Keywords: partial least squares
zbMATH Keywords: principal components regression
zbMATH Keywords: ridge regression
MaRDI profile type: Publication
full work available at URL: s00362-020-01193-1
OpenAlex ID: W3039588107
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DOI: 10.1007/S00362-020-01193-1
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