A Simulation of Biased Estimation and Subset Selection Regression Techniques
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Publication:3795084
DOI10.2307/1268986zbMath0649.62064MaRDI 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 regression; least squares; principal component regression; stepwise regression; biased estimation; large-scale simulation; subset selection regression techniques
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
65C05: Monte Carlo methods
65C99: Probabilistic methods, stochastic differential equations
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