REGRESSION SELECTION STRATEGIES AND REVEALED PRIORS

被引：15

作者：

LEAMER, EE

机构：

来源：

关键词：

D O I：

10.2307/2286604

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：580 / 587

页数：8

共 14 条

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[2]

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[5]

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[6]

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[7] RIDGE REGRESSION - BIASED ESTIMATION FOR NONORTHOGONAL PROBLEMS [J].

HOERL, AE ;

KENNARD, RW .

[8]

JAMES W, 1961, 4TH P BERK S MATH ST, V1, P361

[9]

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[10]

Keynes J.M., 1921, TREATISE PROBABILITY