Shrinkage averaging estimation (Q1928360)

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Shrinkage averaging estimation
scientific article

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    title
    Shrinkage averaging estimation (English)
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    author
    Michael Schomaker
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    publication date
    3 January 2013
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    Mathematics Subject Classification ID
    62J07
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    90C90
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    65C05
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    zbMATH DE Number
    6121435
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    zbMATH Keywords
    tuning parameter selection uncertainty
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    model averaging
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    model selection
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    optimal weight choice
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    cross validation
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    describes a project that uses
    copula
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    R
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    copula
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    Wikidata QID
    Q57992303
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    OpenAlex ID
    W2042998778
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    cites work
    Q4344404
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    Q4066417
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    Q4864293
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    Random lasso
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