A non stochastic ridge regression estimator and comparison with the James-Stein estimator (Q2811432)
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scientific article; zbMATH DE number 6592008
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| English | A non stochastic ridge regression estimator and comparison with the James-Stein estimator |
scientific article; zbMATH DE number 6592008 |
Statements
A non stochastic ridge regression estimator and comparison with the James-Stein estimator (English)
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10 June 2016
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James-Stein estimator
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mean square error
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multicollinearity
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ridge regression
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0.8058374524116516
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0.7963234186172485
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0.7846987247467041
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0.7804360389709473
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