Better Subset Regression Using the Nonnegative Garrote

DOI10.2307/1269730zbMath0862.62059OpenAlexW2070094080WikidataQ56912760 ScholiaQ56912760MaRDI QIDQ3125436

Leo Breiman

Publication date: 28 May 1997

Full work available at URL: https://doi.org/10.2307/1269730

zbMATH Keywords

stabilityprediction errorsimulation resultssubset selectionridge regressionmodel errornonnegative garrotesubset regressionlittle bootstrap

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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