Regularization of case-specific parameters for robustness and efficiency
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Publication:252778
DOI10.1214/11-STS377zbMath1331.62349arXiv1210.0701OpenAlexW3100971749MaRDI QIDQ252778
Yoonsuh Jung, Yoonkyung Lee, Steven N. MacEachern
Publication date: 4 March 2016
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.0701
Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) General nonlinear regression (62J02)
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