Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint (Q5085551)
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scientific article; zbMATH DE number 7549015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint |
scientific article; zbMATH DE number 7549015 |
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Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint (English)
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27 June 2022
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adaptive ridge estimator
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positive orthant
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minimax
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quadratic loss
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risk function
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spherically symmetric distributions
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the James-Stein estimator
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