More on the unbiased ridge regression estimation (Q259652): Difference between revisions

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Property / Mathematics Subject Classification ID: 62J07 / rank
 
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Property / Mathematics Subject Classification ID: 62H12 / rank
 
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Property / zbMATH DE Number: 6558124 / rank
 
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mean squared error
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ordinary least squares estimator
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Pitman's closeness criterion
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unbiased ridge estimator
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Revision as of 14:07, 27 June 2023

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More on the unbiased ridge regression estimation
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    More on the unbiased ridge regression estimation (English)
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    18 March 2016
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    mean squared error
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    ordinary least squares estimator
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    Pitman's closeness criterion
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    unbiased ridge estimator
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