Shrinkage estimation for linear regression with ARMA errors (Q419339)
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scientific article; zbMATH DE number 6036366
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| English | Shrinkage estimation for linear regression with ARMA errors |
scientific article; zbMATH DE number 6036366 |
Statements
Shrinkage estimation for linear regression with ARMA errors (English)
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18 May 2012
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modified lasso
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oracle estimator
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variable selection
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0.9319314
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0.90616256
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0.9028703
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0.9001454
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0.8989836
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