Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707): Difference between revisions

From MaRDI portal
Changed an Item
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: glmnet / rank
 
Normal rank

Revision as of 17:43, 29 February 2024

scientific article
Language Label Description Also known as
English
Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
scientific article

    Statements

    Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (English)
    0 references
    0 references
    0 references
    15 July 2014
    0 references
    penalty and shrinkage estimators
    0 references
    multiple regression model
    0 references
    random coefficient autoregressive error
    0 references
    asymptotic bias and risk
    0 references
    lasso
    0 references
    adaptive lasso
    0 references
    0 references
    0 references

    Identifiers