Shrinkage estimators of BLUE for time series regression models.
Yujie XueMasanobu TaniguchiTong LiuPublished in: J. Multivar. Anal. (2024)
Keyphrases
- regression model
- model selection
- regression analysis
- generalized linear models
- regression methods
- linear regression model
- kernel regression
- prediction model
- denoising
- support vector regression
- interval valued data
- multivariate regression
- regression trees
- image denoising
- non stationary
- independent variables
- linear model
- generalized linear
- response variable
- high dimensional
- least squares