An application of shrinkage estimation to the nonlinear regression model
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Publication:1927114
DOI10.1016/j.csda.2010.07.022zbMath1255.62203OpenAlexW2048438303MaRDI QIDQ1927114
Christopher J. Nicol, S. Ejaz Ahmed
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.07.022
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to actuarial sciences and financial mathematics (62P05) General nonlinear regression (62J02)
Related Items (3)
Penalty, post pretest and shrinkage strategies in a partially linear model ⋮ Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models ⋮ Shrinkage estimation for the mean of the inverse Gaussian population
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