Shrinkage averaging estimation
Year of publication: |
2012
|
---|---|
Authors: | Schomaker, Michael |
Published in: |
Statistical Papers. - Springer. - Vol. 53.2012, 4, p. 1015-1034
|
Publisher: |
Springer |
Subject: | Tuning parameter selection uncertainty | Model averaging | Model selection | Optimal weight choice | Cross validation |
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