most citedThink before you shrink: Alternatives to default shrinkage methods can improve prediction accuracy, calibration and coverage

5 citations · 5 across the 1 of their papers we have counts for

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1 paper

stat.ME2023★ 5 cited

Think before you shrink: Alternatives to default shrinkage methods can improve prediction accuracy, calibration and coverage

Mark A. van de Wiel, Gwenaël G. R. Leday, Jeroen Hoogland +3

While shrinkage is essential in high-dimensional settings, its use for low-dimensional regression-based prediction has been debated. It reduces variance, often leading to improved…