scientific article; zbMATH DE number 3844851
From MaRDI portal
Publication:3314768
Recommendations
Cited in
(57)- A brief review of shrinkage estimation of a multivariate normal mean with extension to multiple linear regression
- Statistical significance of the Netflix challenge
- Pseudo \(R\)-squared measures for Poisson regression models with over- or underdispersion
- Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy
- Prediction risk for the horseshoe regression
- Approximate Bayesian model selection with the deviance statistic
- Distributionally robust optimization for engineering design under uncertainty
- Regression models using shapes of functions as predictors
- Adjusted \(R^2\) measures for the inverse Gaussian regression model
- Minimum sample size for developing a multivariable prediction model. II: Binary and time-to-event outcomes
- Comparison of strategies when building linear prediction models.
- Length modified ridge regression
- Stein rule prediction of the composite target function in a general linear regression model
- The growing ubiquity of algorithms in society: implications, impacts and innovations
- The Shrinkage of Point Scoring Methods
- scientific article; zbMATH DE number 192936 (Why is no real title available?)
- Adjusted R-squared type measure for exponential dispersion models
- Adjusted \(R^2\)-type measures for Tweedie models
- Minimum sample size for external validation of a clinical prediction model with a continuous outcome
- Minimum sample size for external validation of a clinical prediction model with a binary outcome
- Calibration of predictions in regression
- Regression analysis: likelihood, error and entropy
- scientific article; zbMATH DE number 4068095 (Why is no real title available?)
- Discussion of: ``Akaike Memorial Lecture 2020: Some of the challenges of statistical applications
- Adaptive prior weighting in generalized regression
- Data enriched linear regression
- Evaluating the impact of exploratory procedures in regression prediction: A pseudosample approach
- How the Maximal Evidence of P-Values Against Point Null Hypotheses Depends on Sample Size
- 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
- Mixtures of \(g\)-priors in generalized linear models
- Empirical Bayes regression analysis with many regressors but fewer observations
- Some alternatives to classical regression in the case of collinearity
- 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
- Greedy function approximation: A gradient boosting machine.
- The extended Stein procedure for simultaneous model selection and parameter estimation
- 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.
- Post-estimation shrinkage in full and selected linear regression models in low-dimensional data revisited
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
- Covariate-adjusted measures of discrimination for survival data
- Bayes Model Averaging with Selection of Regressors
- Model selection uncertainty and stability in beta regression models: a study of bootstrap-based model averaging with an empirical application to clickstream data
- A class of multiple shrinkage estimators
- scientific article; zbMATH DE number 4064292 (Why is no real title available?)
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
- A new nonparametric approach for multiplicity control: Optimal subset procedures
- On the relation between the shrinkage effect and a shrinkage method
- Akaike Memorial Lecture 2020: Some of the challenges of statistical applications
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- scientific article; zbMATH DE number 4001207 (Why is no real title available?)
- Regularization in discriminant analysis: an overview
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3314768)