Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391)
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scientific article; zbMATH DE number 7450910
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| English | Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals |
scientific article; zbMATH DE number 7450910 |
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Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (English)
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27 December 2021
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forward selection
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Lasso
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partial least squares
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principal components regression
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ridge regression
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0.8494499
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0.8422161
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0.8410601
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