Model averaging, asymptotic risk, and regressor groups
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Publication:4586211
DOI10.3982/QE332zbMath1398.62181OpenAlexW1517600448MaRDI QIDQ4586211
Publication date: 12 September 2018
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe332
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to social sciences (62P25)
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