Generalized double Pareto shrinkage (Q4908784): Difference between revisions

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Latest revision as of 20:32, 19 April 2024

scientific article; zbMATH DE number 6142322
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Generalized double Pareto shrinkage
scientific article; zbMATH DE number 6142322

    Statements

    Generalized double Pareto shrinkage (English)
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    7 March 2013
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    heavy tails
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    high-dimensional data
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    LASSO
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    maximum a posteriori estimation
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    relevance vector machine
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    robust prior
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    shrinkage estimation
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