Penalized least squares model averaging

Erkki Liski, Antti Liski

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientific

    Original languageEnglish
    Title of host publicationProceedings of The Fifth Workshop on Information Theoretic Methods in Science and Engineering
    EditorsSteven de Rooij
    Place of PublicationAmsterdam
    Pages72-75
    Publication statusPublished - 2012
    Publication typeB3 Article in conference proceedings

    Keywords

    • mallin keskiarvoistaminen,painotettu pienimmän neliösumman menetelmä
    • mallin valinta
    • model averaging
    • model selection
    • pebalized least squares
    • shrinkage estimation

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