Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout

DOI10.1007/s10463-006-0050-zzbMath1332.62174OpenAlexW2117836548MaRDI QIDQ995797

Rudolf Beran

Publication date: 10 September 2007

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0050-z

zbMATH Keywords

Bayes estimatorpenalized least squaresmultiparametric asymptoticsestimated risknominal factorordinal factortensor-product penalty

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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