Double shrunken selection operator

DOI10.1080/03610918.2017.1395040OpenAlexW2581138979MaRDI QIDQ5086183FDOQ5086183

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

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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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