Lasso estimation in parametric frailty model

IF 1.1 Q3 INFORMATION SCIENCE & LIBRARY SCIENCE
Anu Sirohi, Prem Shenkar Jha
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引用次数: 0

Abstract

This paper proposed lasso estimator in parametric frailty model. Comparison of lasso (least absolute shrinkage and selection operator) and maximum likelihood (ML) estimator is done in terms of scalar mean square error (MSE). Performance of lasso estimator is examined through simulation study. Furthermore, approach is applied to analyze infant mortality in India.
参数脆弱性模型中的Lasso估计
提出了参数脆性模型中的lasso估计。lasso(最小绝对收缩和选择算子)和最大似然(ML)估计器在标量均方误差(MSE)方面进行了比较。通过仿真研究验证了套索估计器的性能。此外,还应用该方法分析了印度的婴儿死亡率。
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来源期刊
JOURNAL OF INFORMATION & OPTIMIZATION SCIENCES
JOURNAL OF INFORMATION & OPTIMIZATION SCIENCES INFORMATION SCIENCE & LIBRARY SCIENCE-
自引率
21.40%
发文量
88
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