Tuning parameter calibration for personalized prediction in medicine
DOI10.1214/21-EJS1884zbMath1498.62221MaRDI QIDQ2074293
Johannes Lederer, Shih-Ting Huang, Yannick Düren, Kristoffer H. Hellton
Publication date: 9 February 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-15/issue-2/Tuning-parameter-calibration-for-personalized-prediction-in-medicine/10.1214/21-EJS1884.full
regularization; ridge regression; personalized medicine; high-dimensional estimation; Euclidean distance ridge; tuning parameter calibration
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62P10: Applications of statistics to biology and medical sciences; meta analysis
Uses Software