Shrinkage estimation in general linear models

DOI10.1016/j.csda.2008.11.027zbMath1453.62029WikidataQ58051268 ScholiaQ58051268MaRDI QIDQ961674

Sévérien Nkurunziza, Lihua An, Karen Y. Fung, Daniel Krewski, Isaac Luginaah

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.11.027

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

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