Shrinkage Ridge Regression Estimators in High-Dimensional Linear Models
Küçük Resim Yok
Tarih
2015
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer-Verlag Berlin
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this paper, we suggest shrinkage ridge regression estimators for a multiple linear regression model, and compared their performance with some penalty estimators which are lasso, adaptive lasso and SCAD. Monte Carlo studies were conducted to compare the estimators and a real data example is presented to illustrate the usefulness of the suggested methods.
Açıklama
9th International Conference on Management Science and Engineering Management (ICMSEM) -- JUL 21-23, 2015 -- Karlsruhe Inst Technol, Karlsruhe, GERMANY
Anahtar Kelimeler
Shrinkage estimation, Ridge regression, High-dimensional data, Asymptotic and simulation, Big data
Kaynak
Proceedings of The Ninth International Conference on Management Science and Engineering Management
WoS Q Değeri
N/A
Scopus Q Değeri
N/A
Cilt
362
