S Ejaz Ahmed: 1 book
Penalty, Shrinkage and Pretest Strategies
Variable Selection and Estimation
Language: English
Release Date: December 11, 2013
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...
