Pages that link to "Item:Q5599420"
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The following pages link to Ridge Regression: Biased Estimation for Nonorthogonal Problems (Q5599420):
Displaying 50 items.
- A Cluster Elastic Net for Multivariate Regression (Q63195) (← links)
- Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
- Complete subset regressions (Q134090) (← links)
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Tensor-on-Tensor Regression (Q145048) (← links)
- Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence (Q147727) (← links)
- Improved Liu estimator in a linear regression model (Q151048) (← links)
- A comparative review of dimension reduction methods in approximate Bayesian computation (Q252749) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Elliptical insights: understanding statistical methods through elliptical geometry (Q254335) (← links)
- A sequential regression model for big data with attributive explanatory variables (Q259121) (← links)
- More on the unbiased ridge regression estimation (Q259652) (← links)
- Regularized brain reading with shrinkage and smoothing (Q262378) (← links)
- Handling missing values with regularized iterative multiple correspondence analysis (Q263338) (← links)
- Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression (Q273357) (← links)
- The relative efficiency of Liu-type estimator in a partially linear model (Q279916) (← links)
- Another look at statistical learning theory and regularization (Q280403) (← links)
- A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances (Q284198) (← links)
- \(S\)-values: conventional context-minimal measures of the sturdiness of regression coefficients (Q284311) (← links)
- Scaled ridge estimator and its application to multimodel ensemble approaches for climate prediction (Q287423) (← links)
- Influence diagnostics for robust P-splines using scale mixture of normal distributions (Q287528) (← links)
- Estimating a common period for a set of irregularly sampled functions with applications to periodic variable star data (Q288570) (← links)
- Efficiency of a stochastic restricted two-parameter estimator in linear regression (Q298612) (← links)
- A class of biased estimators based on QR decomposition (Q307819) (← links)
- Influence measures in ridge regression when the error terms follow an AR(1) process (Q311286) (← links)
- Mixed integer second-order cone programming formulations for variable selection in linear regression (Q320071) (← links)
- A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation (Q324685) (← links)
- Adaptive bridge estimation for high-dimensional regression models (Q330138) (← links)
- Fast and scalable Lasso via stochastic Frank-Wolfe methods with a convergence guarantee (Q331671) (← links)
- Modified restricted Liu estimator in logistic regression model (Q333393) (← links)
- Multi-step virtual metrology for semiconductor manufacturing: a multilevel and regularization methods-based approach (Q337315) (← links)
- Mean and quantile boosting for partially linear additive models (Q340847) (← links)
- The principal correlation components estimator and its optimality (Q345375) (← links)
- Ridge estimation in linear models with heteroskedastic errors (Q356502) (← links)
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- A dual estimator as a tool for solving regression problems (Q367221) (← links)
- Stability (Q373542) (← links)
- Extension of the ridge regression technique to non-linear models with additive errors (Q374812) (← links)
- A class of almost unbiased and efficient estimators of regression coefficients (Q375000) (← links)
- Bounds of the F-ratio incorporating the ordinary ridge regression estimator (Q375111) (← links)
- A mixed L2 norm regularized HRF estimation method for rapid event-related fMRI experiments (Q382642) (← links)
- Competing process hazard function models for player ratings in ice hockey (Q386737) (← links)
- Predicting the continuation of a function with applications to call center data (Q389291) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Prediction in abundant high-dimensional linear regression (Q391850) (← links)
- A ridge regression estimation approach to the measurement error model (Q391912) (← links)
- An iterative stochastic ensemble method for parameter estimation of subsurface flow models (Q401591) (← links)
- Fitting survival data with penalized Poisson regression (Q413991) (← links)