Shrinkage and penalized likelihood as methods to improve predictive accuracy

Statistica Neerlandica

Volumn 55, Issue 1, 2001, Pages 17-34

  Van Houwelingen, J C ^a  

^a Department of Medical Statistics ^*  (Netherlands)

Author keywords

Garotte; LASSO; Pre test estimation; Ridge regression

Indexed keywords

EID: 0035530906     PISSN: 00390402     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9574.00154     Document Type: Review

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