Double shrunken selection operator

DOI10.1080/03610918.2017.1395040MaRDI QIDQ5086183zbMATH OpenOpenAlexFDO

Authors B. Yüzbaşı, M. Arashi

Publication date 1 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.06304

zbMATH Keywords

Lassolinear regression modelprediction errorMSEStein-type shrinkage estimatordouble shrinking

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Shrinkage ridge regression in partial linear models
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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(4)

• A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity
• Choosing the optimal hybrid covariance estimators in adaptive elastic net regression models using information complexity
• A nonlinear mixed–integer programming approach for variable selection in linear regression model
• Adaptive estimation strategies in gamma regression model

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