Some Stein-rule methods in tensor regression model with high-dimensional data
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Cites work
- A class of Stein-rules in multivariate regression model with structural changes
- Estimation with quadratic loss.
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- scientific article; zbMATH DE number 756188 (Why is no real title available?)
- LASSO and shrinkage estimation in Weibull censored regression models
- On some shrinkage estimators of multivariate location
- Optimal method in multiple regression with structural changes
- Shrinkage and penalty estimators of a Poisson regression model
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
- Shrinkage drift parameter estimation for multi-factor Ornstein-Uhlenbeck processes
- Tensor Learning for Regression
- Tensor Regression with Applications in Neuroimaging Data Analysis
- Tensor-on-Tensor Regression
- The risk of pretest and shrinkage estimators
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
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