Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors |
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Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (English)
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15 September 2020
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nonnegative garrote estimator
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asymptotic optimality
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coefficient shrinkage
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heteroscedastic errors
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