Shrinkage averaging estimation (Q1928360)
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scientific article; zbMATH DE number 6121435
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Shrinkage averaging estimation |
scientific article; zbMATH DE number 6121435 |
Statements
Shrinkage averaging estimation (English)
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3 January 2013
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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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0.7366361021995544
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0.7334907054901123
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0.7310554385185242
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0.7292119860649109
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0.7260525822639465
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