scientific article; zbMATH DE number 3844851
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Publication:3314768
zbMATH Open0532.62048MaRDI QIDQ3314768FDOQ3314768
Authors: John Copas 
Publication date: 1983
Title of this publication is not available (Why is that?)
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predictionshrinkagebinary regressionempirical Bayesmultiple regressionpreshrunk predictorsStein-type predictors
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- Minimum sample size for developing a multivariable prediction model. II: Binary and time-to-event outcomes
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- The Shrinkage of Point Scoring Methods
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- Calibration of predictions in regression
- Adjusted \(R^2\)-type measures for Tweedie models
- Discussion of: ``Akaike Memorial Lecture 2020: Some of the challenges of statistical applications
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- Adaptive prior weighting in generalized regression
- Regression analysis: likelihood, error and entropy
- Data enriched linear regression
- How the Maximal Evidence of P-Values Against Point Null Hypotheses Depends on Sample Size
- Evaluating the impact of exploratory procedures in regression prediction: A pseudosample approach
- Minimum sample size for developing a multivariable prediction model. I: Continuous outcomes
- Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis
- Comparison of strategies when building linear prediction models
- Some alternatives to classical regression in the case of collinearity
- Empirical Bayes regression analysis with many regressors but fewer observations
- Combining statistical matching and propensity score adjustment for inference from non-probability surveys
- Penalized partial likelihood regression for right-censored data with bootstrap selection of the penalty parameter
- A faster algorithm for ridge regression of reduced rank data
- Prediction and calibration for multiple correlated variables
- The extended Stein procedure for simultaneous model selection and parameter estimation
- Greedy function approximation: A gradient boosting machine.
- Response shrinkage estimators in binary regression
- Risk characteristics of a Stein-like estimator for the probit regression model
- Shrinking toward submodels in regression
- Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
- Mixtures ofg-Priors in Generalized Linear Models
- Bayes Model Averaging with Selection of Regressors
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
- Model selection uncertainty and stability in beta regression models: a study of bootstrap-based model averaging with an empirical application to clickstream data
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- A class of multiple shrinkage estimators
- A new nonparametric approach for multiplicity control: Optimal subset procedures
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
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- Akaike Memorial Lecture 2020: Some of the challenges of statistical applications
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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- A brief review of shrinkage estimation of a multivariate normal mean with extension to multiple linear regression
- Regularization in discriminant analysis: an overview
- Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy
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