Regularization in statistics
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DOI: 10.1007/BF02607055
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Cited by:
- Michael Jansson & Demian Pouzo, 2017.
"Towards a General Large Sample Theory for Regularized Estimators,"
Papers
1712.07248, arXiv.org, revised Jul 2020.
- Michael Jansson & Demian Pouzo, 2019. "Towards a general large sample theory for regularized estimators," CeMMAP working papers CWP63/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Diego Vidaurre & Concha Bielza & Pedro Larrañaga, 2013. "A Survey of L1 Regression," International Statistical Review, International Statistical Institute, vol. 81(3), pages 361-387, December.
- Gao, Wenwu & Wang, Jiecheng & Zhang, Ran, 2023. "Quasi-interpolation for multivariate density estimation on bounded domain," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 203(C), pages 592-608.
- Dimitris Politis, 2013. "Model-free model-fitting and predictive distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 183-221, June.
- van Wieringen, Wessel N. & Peeters, Carel F.W., 2016. "Ridge estimation of inverse covariance matrices from high-dimensional data," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 284-303.
- Politis, Dimitris N, 2010. "Model-free Model-fitting and Predictive Distributions," University of California at San Diego, Economics Working Paper Series qt67j6s174, Department of Economics, UC San Diego.
- Dimitri Yatsenko & Krešimir Josić & Alexander S Ecker & Emmanouil Froudarakis & R James Cotton & Andreas S Tolias, 2015. "Improved Estimation and Interpretation of Correlations in Neural Circuits," PLOS Computational Biology, Public Library of Science, vol. 11(3), pages 1-28, March.
- Demian Pouzo, 2015. "On the Non-Asymptotic Properties of Regularized M-estimators," Papers 1512.06290, arXiv.org, revised Oct 2016.
- S. Barahona & P. Centella & X. Gual-Arnau & M. V. Ibáñez & A. Simó, 2020. "Supervised classification of geometrical objects by integrating currents and functional data analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 637-660, September.
- Oliveira, Diogo F. & Marques, Gonçalo M. & Carolino, Nuno & Pais, José & Sousa, João M.C. & Domingos, Tiago, 2024. "A multi-tier methodology for the estimation of individual-specific parameters of DEB models," Ecological Modelling, Elsevier, vol. 494(C).
- Hiroyuki Kawakatsu, 2022. "Modeling Realized Variance with Realized Quarticity," Stats, MDPI, vol. 5(3), pages 1-25, September.
- Campbell R. Harvey & Yan Liu, 2016. "Rethinking Performance Evaluation," NBER Working Papers 22134, National Bureau of Economic Research, Inc.
- Nandana Sengupta & Fallaw Sowell, 2019. "The Ridge Path Estimator for Linear Instrumental Variables," Papers 1908.09237, arXiv.org.
- Nandana Sengupta & Fallaw Sowell, 2020. "On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples," Econometrics, MDPI, vol. 8(4), pages 1-25, October.
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More about this item
Keywords
Regularization; linear regression; nonparametric regression; boosting; covariance matrix; principal component; bootstrap; subsampling; model selection; Primary 62G08; 62H12; Secondary 62F12; 62G20; 62H25;All these keywords.
JEL classification:
Statistics
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