Restricted ridge estimation. (Q1423104)

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Restricted ridge estimation.
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    title
    Restricted ridge estimation. (English)
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    author
    Jürgen Gross
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    publication date
    14 February 2004
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    zbMATH DE Number
    2041575
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    zbMATH Keywords
    Least squares
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    Linear restrictions
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    Matrix risk
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    Ridge estimator
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    Shrinkage
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