Restricted \(M\)-estimation (Q2563623)
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scientific article; zbMATH DE number 958256
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Restricted \(M\)-estimation |
scientific article; zbMATH DE number 958256 |
Statements
Restricted \(M\)-estimation (English)
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31 August 1997
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linear regression model
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linear restrictions
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\(M\)-estimation
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penalty function
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restricted estimation
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ridge type \(M\)-estimation
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0.8334366083145142
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0.8296657204627991
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0.8084685206413269
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