The generalized equivalence of regularization and min-max robustification in linear mixed models
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Publication:2062416
DOI10.1007/s00362-020-01214-zzbMath1483.62119OpenAlexW3120962767MaRDI QIDQ2062416
Dennis Kreber, Jan Pablo Burgard, Joscha Krause, Domingo Morales
Publication date: 27 December 2021
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-020-01214-z
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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Cites Work
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