scientific article

zbMath0702.62057MaRDI QIDQ3997019

Alan J. Miller

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hypothesis testingsubset selectionridge regressionleast squaressimulationsorthogonal projectionsstepwise regressionnumber of variablesJames-Stein estimatorsestimation of regression coefficientsconditional likelihood estimationfitting subsets

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Probabilistic methods, stochastic differential equations (65C99)

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