A Simulation of Biased Estimation and Subset Selection Regression Techniques
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Publication:3795084
DOI10.2307/1268986zbMath0649.62064OpenAlexW1972351346MaRDI QIDQ3795084
A. E. Hoerl, John H. Schuenemeyer, Roger W. Hoerl
Publication date: 1986
Published in: Technometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1268986
ridge regressionleast squaresprincipal component regressionstepwise regressionbiased estimationlarge-scale simulationsubset selection regression techniques
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)
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