Double shrunken selection operator (Q5086183): Difference between revisions

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+W2581138979
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+Penalty, shrinkage and pretest strategies. Variable selection and estimation
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+Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability
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+Shrinkage estimation strategy in quasi-likelihood models
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+SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
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+Some new methods to solve multicollinearity in logistic regression
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+Estimation of the mean vector of a multivariate normal distribution under symmetry
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+A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
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+Double shrinkage estimators for large sparse covariance matrices
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Least Squares Model Averaging
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+The Risk of James–Stein and Lasso Shrinkage
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+Asymptotics for Lasso-type estimators.
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+Siegel's formula via Stein's identities
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+Shrinkage ridge regression in partial linear models
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+Theory of Preliminary Test and Stein‐Type Estimation With Applications
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+Estimation of the mean of a multivariate normal distribution
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+Shrinkage and penalized estimation in semi-parametric models with multicollinear data
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+Model Selection and Estimation in Regression with Grouped Variables
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+Nearly unbiased variable selection under minimax concave penalty
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+The Adaptive Lasso and Its Oracle Properties
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