Penalty, Shrinkage and Pretest Strategies Variable Selection and Estimation /

• Main Author: Ahmed, S. Ejaz (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Series: SpringerBriefs in Statistics,
• Subjects: Statistics.; Statistical Theory and Methods.; Statistics and Computing/Statistics Programs.

The objective of this book is to compare the statistical properties of penalty and non-penalty estimation strategies for some popular models.  Specifically, it considers the full model, submodel, penalty, pretest and shrinkage estimation techniques for three regression models before presenting the a...