Minimax ridge regression estimation (Q1168023)

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Minimax ridge regression estimation
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    title
    Minimax ridge regression estimation (English)
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    author
    George Casella
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    publication date
    1980
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    Mathematics Subject Classification ID
    62J07
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    62C20
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    62F10
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    62H12
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    zbMATH DE Number
    3774732
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    zbMATH Keywords
    minimax ridge regression estimation
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    new method of proof
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    stability of estimates
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    normal distribution
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    mean
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    quadratic loss
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    risk function
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