A simultaneous estimation and variable selection rule (Q5931143)
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scientific article; zbMATH DE number 1593934
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English | A simultaneous estimation and variable selection rule |
scientific article; zbMATH DE number 1593934 |
Statements
A simultaneous estimation and variable selection rule (English)
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2 September 2001
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shrinkage estimator
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extraneous variables
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squared error loss
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data weighted prior
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subset selection
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maximum entropy
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