Generalized double Pareto shrinkage (Q4908784)
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scientific article; zbMATH DE number 6142322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized double Pareto shrinkage |
scientific article; zbMATH DE number 6142322 |
Statements
Generalized double Pareto shrinkage (English)
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7 March 2013
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heavy tails
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high-dimensional data
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LASSO
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maximum a posteriori estimation
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relevance vector machine
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robust prior
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shrinkage estimation
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