On the degrees of freedom in shrinkage estimation
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Publication:1021833
DOI10.1016/j.jmva.2008.12.002zbMath1162.62067OpenAlexW2041635444MaRDI QIDQ1021833
Publication date: 9 June 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.12.002
second fundamental formshrinkage estimationAICgroup LassoLassodegrees of freedomStein's lemmaMallows' \(C_p\)fused Lassotubal coordinates
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