Generalized Cross Validation in variable selection with and without shrinkage Maarten Jansen Universit´e Libre de Bruxelles, departments of Mathematics and Computer Science January 19, 2015 - Universit libre de Bruxelles - Document - PDFSEARCH.IO

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	Generalized Cross Validation in variable selection with and without shrinkage Maarten Jansen Universit´e Libre de Bruxelles, departments of Mathematics and Computer Science January 19, 2015 Add to Reading List Document Date: 2015-01-19 05:59:00 Open Document File Size: 246,98 KB Share Result on Facebook City Bruxelles / / Company Maarten Jansen / / / Holiday Assumption / / IndustryTerm selection operator / typical practical applications / sparse systems / / MarketIndex set 00 / / ProgrammingLanguage K / / Technology simulation / / SocialTag Bias Bias of an estimator Efficient estimator Normal distribution Variance Statistics Statistical theory Estimation theory

Generalized Cross Validation in variable selection with and without shrinkage Maarten Jansen Universit´e Libre de Bruxelles, departments of Mathematics and Computer Science January 19, 2015Add to Reading List