Rank theory approach to ridge, Lasso, preliminary test and Stein-type estimators: a comparative study (Q4960941)
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scientific article; zbMATH DE number 7193354
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| English | Rank theory approach to ridge, Lasso, preliminary test and Stein-type estimators: a comparative study |
scientific article; zbMATH DE number 7193354 |
Statements
Rank theory approach to ridge, LASSO, preliminary test and Stein‐type estimators: A comparative study (English)
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24 April 2020
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efficiency of Lasso
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\(L_2\)-risk function
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penalty estimators
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preliminary test and Stein-type estimator
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rank estimators
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0.9857769012451172
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0.7419794201850891
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0.7418744564056396
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