Theory of ridge regression estimation with applications
A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of a...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, NJ
John Wiley & Sons
2019
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| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references and index
- Introduction to ridge regression
- Location and simple linear models
- ANOVA model
- Seemingly unrelated simple linear models
- Multiple linear regression models
- Ridge regression in theory and applications
- Partially linear regression models
- Logistic regression model
- Regression models with autoregressive errors
- Rank-based shrinkage estimation
- High dimensional ridge regression
- Applications : neural networks and big data