Shrinkage averaging estimation
From MaRDI portal
Publication:1928360
Recommendations
- Optimal model averaging estimator in ridge regression based on generalized cross validation
- A simple and successful shrinkage method for weighting estimators of treatment effects
- Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy
- Shrinkage tuning parameter selection with a diverging number of parameters
- Risk performance of some shrinkage estimators
Cites work
- A comparison of two model averaging techniques with an application to growth empirics
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- Frequentist Model Average Estimators
- Frequentist model averaging estimation: a review
- Frequentist model averaging with missing observations
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Jackknife model averaging
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Model Selection and Multimodel Inference
- Model Selection: An Integral Part of Inference
- On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model
- Optimal weight choice for frequentist model average estimators
- Period Analysis of Variable Stars by Robust Smoothing
- Random lasso
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Shrinkage tuning parameter selection with a diverging number of parameters
- Variable inclusion and shrinkage algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(14)- Model selection and model averaging after multiple imputation
- Applications of hyperellipsoidal prediction regions
- Model averaging estimator in ridge regression and its large sample properties
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
- Bootstrapping multiple linear regression after variable selection
- When and when not to use optimal model averaging
- Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
- The focused information criterion for varying-coefficient partially linear measurement error models
- Optimal regression parameter-specific shrinkage by plug-in estimation
- Asymptotics of the adaptive elastic net estimation for conditional heteroscedastic time series models
- scientific article; zbMATH DE number 5252061 (Why is no real title available?)
- Bootstrapping some GLM and survival regression variable selection estimators
- A Mallows-type model averaging estimator for ridge regression with randomly right censored data
- Distributed Mallows model averaging for ridge regressions
This page was built for publication: Shrinkage averaging estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1928360)
