Cargando…
Penalty, shrinkage and pretest strategies: variable selection and estimation
Autor principal: | Ahmed, S Ejaz |
---|---|
Lenguaje: | eng |
Publicado: |
Springer
2014
|
Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-03149-1 http://cds.cern.ch/record/1642220 |
Ejemplares similares
-
Shrinkage estimation
por: Fourdrinier, Dominique, et al.
Publicado: (2018) -
Shrinkage estimation for mean and covariance matrices
por: Tsukuma, Hisayuki, et al.
Publicado: (2020) -
Simultaneous estimation of log-normal coefficients of variation: Shrinkage and pretest strategies
por: Aldeni, Mahmoud, et al.
Publicado: (2022) -
Penalty and Shrinkage Strategies Based on Local Polynomials for Right-Censored Partially Linear Regression
por: Ahmed, Syed Ejaz, et al.
Publicado: (2022) -
An interior-point $l_{1}$-penalty method for nonlinear optimization
por: Gould, N I M, et al.
Publicado: (2003)