Estimator selection

DOI10.1051/proc/201551013zbMath1330.62279MaRDI QIDQ2786536

Matthieu Lerasle

Publication date: 15 February 2016

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201551013

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F40: Bootstrap, jackknife and other resampling methods