Spike and slab variable selection: frequentist and Bayesian strategies (Q2388355)
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English | Spike and slab variable selection: frequentist and Bayesian strategies |
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Spike and slab variable selection: frequentist and Bayesian strategies (English)
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12 September 2005
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generalized ridge regression
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model averaging
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model uncertainty
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ordinary least squares
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penalization
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rescaling
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shrinkage
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stochastic variable selection
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Zcut
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diabetes
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hypervariance
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