Smooth predictive model fitting in regression

DOI10.1016/J.JMVA.2016.12.010MaRDI QIDQ512005zbMATH OpenOpenAlexFDO

Authors Prabir Burman, Debashis Paul

Publication date 23 February 2017

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2016.12.010

zbMATH Keywords

cross validationhypothesis testingmodel fittingrate of convergencethresholding

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(2)

• Smoothly mixing regressions
• Model selection in regression based on pre-smoothing

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