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Title: Shrinkage estimation, model averaging, and degrees of freedom Authors:  Keith Knight - University of Toronto (Canada) [presenting]
Abstract: The ridge regression estimate has been shown to be a weighted sum of ordinary least-squares estimates based on subsets of predictors. We define the notion of a ``spectrum'' of the ridge regression estimate and extend this notion to other linear shrinkage estimates. Applications to ensemble estimation and approximating principal component regression are given.