Penalty, Shrinkage and Pretest Strategies Variable Selection and Estimation /
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...
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| Format: | Electronic eBook |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2014.
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| Series: | SpringerBriefs in Statistics,
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| Online Access: | Full Text via HEAL-Link |
