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

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    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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