Shrinkage averaging estimation
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Publication:1928360
DOI10.1007/s00362-011-0405-2zbMath1254.62082WikidataQ57992303 ScholiaQ57992303MaRDI QIDQ1928360
Publication date: 3 January 2013
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-011-0405-2
model selection; model averaging; cross validation; optimal weight choice; tuning parameter selection uncertainty
62J07: Ridge regression; shrinkage estimators (Lasso)
65C05: Monte Carlo methods
90C90: Applications of mathematical programming
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Uses Software
Cites Work
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