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scientific article; zbMATH DE number 1906319
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scientific article; zbMATH DE number 1906319

    Statements

    author
    Alan J. Miller
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    publication date
    6 May 2003
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    Mathematics Subject Classification ID
    62J05
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    62-02
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    65C99
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    62J07
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    zbMATH DE Number
    1906319
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    zbMATH Keywords
    ridge regression
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    James-Stein estimators
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    stepwise regression
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    subset selection
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    fitting subsets
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    hypothesis testing
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    estimation of regression coefficients
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    number of variables
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    least squares
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    orthogonal projections
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    conditional likelihood estimation
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    simulations
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