Estimator selection

DOI10.1051/PROC/201551013MaRDI QIDQ2786536zbMATH OpenOpenAlexFDO

Authors M. Lerasle

Publication date 15 February 2016

Published in European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1051/proc/201551013

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(5)

• A new approach to estimator selection
• Robust tests for model selection
• Estimation of selected parameters
• Estimator selection in the Gaussian setting
• Estimator selection with respect to Hellinger-type risks

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