Penalty, shrinkage and pretest strategies. Variable selection and estimation (Q2438806)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalty, shrinkage and pretest strategies. Variable selection and estimation |
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Penalty, shrinkage and pretest strategies. Variable selection and estimation (English)
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6 March 2014
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The book's goal is to present some shrinkage, penalty and pretest estimation techniques for different models (e.g., normal, Poisson, multiple regression, etc.). Selected penalty estimation techniques are compared with the full model, sub-model, pretest, and shrinkage estimators in the regression case. The book is dedicated to graduate students, researchers and practitioners in this field.
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estimation strategy
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normal models
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Poisson models
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pooling data
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multiple regression models
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partially linear models
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Poisson regression models
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