The generalized equivalence of regularization and min-max robustification in linear mixed models

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

zbMATH Keywords

measurement errorsregularized regressionrobust best prediction

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Robust prediction of domain compositions from uncertain data using isometric logratio transformations in a penalized multivariate Fay–Herriot model

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