University COVID-19 update

The University of Waterloo is constantly updating our most Frequently Asked Questions.

Questions about buildings and services? Visit the list of Modified Services.

Please note: The University of Waterloo is closed for all events until further notice.

Department seminar by Mohamed Amezziane, Central Michigan UniversityExport this event to calendar

Monday, October 17, 2016 — 4:00 PM EDT

Variable selection with the quadratic risk

The proposed variable selection is achieved through separate and independent shrinkage  towards zero, of the parameters of some classical regression model. The mean square error of the estimator is minimized with respect to the shrinkage coefficients to simultaneously select relevant variables and estimate their associated regression coefficients. This results in a Steinian type shrinkage estimator which can be used with regression different models. Consistency and support recovery results  of the shrinkage estimators are obtained and the performance of the proposed estimators is compared to that of penalized regression estimators. 

Location 
M3 - Mathematics 3
3127

,
Canada
Event tags 

S M T W T F S
28
29
30
31
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
1
  1. 2021 (46)
    1. October (1)
    2. September (2)
    3. May (4)
    4. April (8)
    5. March (13)
    6. February (7)
    7. January (12)
  2. 2020 (71)
    1. December (2)
    2. November (13)
    3. October (16)
    4. September (7)
    5. August (5)
    6. July (3)
    7. June (2)
    8. May (1)
    9. March (4)
    10. February (4)
    11. January (14)
  3. 2019 (65)
  4. 2018 (44)
  5. 2017 (55)
  6. 2016 (44)
  7. 2015 (38)
  8. 2014 (44)
  9. 2013 (46)
  10. 2012 (44)