scientific article
From MaRDI portal
Publication:3314768
zbMath0532.62048MaRDI QIDQ3314768
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
predictionempirical Bayesshrinkagebinary regressionmultiple regressionpreshrunk predictorsStein-type predictors
Related Items (43)
How the Maximal Evidence of P-Values Against Point Null Hypotheses Depends on Sample Size ⋮ Covariate‐adjusted measures of discrimination for survival data ⋮ Evaluating the impact of exploratory procedures in regression prediction: A pseudosample approach ⋮ Empirical Bayes regression analysis with many regressors but fewer observations ⋮ Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance ⋮ Unnamed Item ⋮ Minimum sample size for external validation of a clinical prediction model with a continuous outcome ⋮ Minimum sample size for external validation of a clinical prediction model with a binary outcome ⋮ Comparison of strategies when building linear prediction models ⋮ Length modified ridge regression ⋮ Adaptive prior weighting in generalized regression ⋮ Model selection uncertainty and stability in beta regression models: a study of bootstrap-based model averaging with an empirical application to clickstream data ⋮ Risk characteristics of a Stein-like estimator for the probit regression model ⋮ Adjusted \(R^2\) measures for the inverse Gaussian regression model ⋮ Bayesian model averaging: A tutorial. (with comments and a rejoinder). ⋮ Regularization in discriminant analysis: an overview ⋮ Pseudo \(R\)-squared measures for Poisson regression models with over- or underdispersion ⋮ Greedy function approximation: A gradient boosting machine. ⋮ A class of multiple shrinkage estimators ⋮ Bayes Model Averaging with Selection of Regressors ⋮ A new nonparametric approach for multiplicity control: Optimal subset procedures ⋮ Prediction and calibration for multiple correlated variables ⋮ Adjusted R-squared type measure for exponential dispersion models ⋮ Statistical significance of the Netflix challenge ⋮ Distributionally robust optimization for engineering design under uncertainty ⋮ Minimum sample size for developing a multivariable prediction model. I: Continuous outcomes ⋮ Minimum sample size for developing a multivariable prediction model. II: Binary and time-to-event outcomes ⋮ Post-estimation shrinkage in full and selected linear regression models in low-dimensional data revisited ⋮ Penalized Partial Likelihood Regression for Right-Censored Data with Bootstrap Selection of the Penalty Parameter ⋮ Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing ⋮ Combining statistical matching and propensity score adjustment for inference from non-probability surveys ⋮ Adjusted \(R^2\)-type measures for Tweedie models ⋮ The extended Stein procedure for simultaneous model selection and parameter estimation ⋮ The growing ubiquity of algorithms in society: implications, impacts and innovations ⋮ Stein rule prediction of the composite target function in a general linear regression model ⋮ Akaike Memorial Lecture 2020: Some of the challenges of statistical applications ⋮ Mixtures ofg-Priors in Generalized Linear Models ⋮ Discussion of: ``Akaike Memorial Lecture 2020: Some of the challenges of statistical applications ⋮ Data enriched linear regression ⋮ Improved multivariate prediction in a general linear model with an unknown error covariance matrix. ⋮ Approximate Bayesian model selection with the deviance statistic ⋮ A faster algorithm for ridge regression of reduced rank data ⋮ Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis
This page was built for publication: