On Freedom Reduced Shrinkage Estimation

• 作 者: QianJiang;YingcunXia;
• 机 构: National University of Singapore, Singapore
• 出 处: The Third IMS-China International Conference on Statistics a
• 发表日期: 2011年期

　　For parameter estimation with high-dimensional covariate, assumptions are usually imposed such that the model can be simplified in one way or another, of which the sparsity is the most popular one.Motivated by the theories in epidemiology and finance, in this paper we consider another way of simplifying a model by reducing the freedom of parameters.