Two errors in statistical model fitting

DOI10.1007/BF02532780zbMath0424.62020MaRDI QIDQ1135065

Nobuo Inagaki

Publication date: 1977

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

ridge estimator; risk function; Kullback-Leibler information measures; statistical model fitting

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F10: Point estimation

62B10: Statistical aspects of information-theoretic topics

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