Minimax Adaptive Generalized Ridge Regression Estimators

DOI10.2307/2286612zbMath0392.62053MaRDI QIDQ4174109

William E. Strawderman

Publication date: 1978

Full work available at URL: https://doi.org/10.2307/2286612

zbMATH Keywords

Minimax; Linear Regression Model; Least Squares Procedure; Generalized Ridge Regression Estimators; Quadratic Loss Function; Risk Function

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

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