The following pages link to Shrinkage averaging estimation (Q1928360):
Displayed 11 items.
- The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
- Model selection and model averaging after multiple imputation (Q1621356) (← links)
- Applications of hyperellipsoidal prediction regions (Q1785807) (← links)
- Model averaging estimator in ridge regression and its large sample properties (Q2029204) (← links)
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing (Q2062417) (← links)
- Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
- When and when not to use optimal model averaging (Q2208423) (← links)
- Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models (Q2516626) (← links)
- Optimal regression parameter-specific shrinkage by plug-in estimation (Q5077520) (← links)
- (Q5091892) (← links)
- Bootstrapping some GLM and survival regression variable selection estimators (Q6106216) (← links)