Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391)

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Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
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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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