Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707): Difference between revisions
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Revision as of 13:33, 29 February 2024
scientific article
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English | Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors |
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Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (English)
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15 July 2014
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penalty and shrinkage estimators
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multiple regression model
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random coefficient autoregressive error
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asymptotic bias and risk
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lasso
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adaptive lasso
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