A Mallows-type model averaging estimator for ridge regression with randomly right censored data
DOI10.1007/S11222-024-10472-YzbMATH Open1545.62185MaRDI QIDQ6606958FDOQ6606958
Wei-hu Cheng, Guozhi Hu, Jie Zeng
Publication date: 17 September 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Computational methods for problems pertaining to statistics (62-08) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in survival analysis and censored data (62N02) Ridge regression; shrinkage estimators (Lasso) (62J07)
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