Minimax ridge regression estimation
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Publication:1168023
DOI10.1214/aos/1176345141zbMath0492.62060OpenAlexW2073825020MaRDI QIDQ1168023
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345141
meannormal distributionquadratic lossrisk functionminimax ridge regression estimationnew method of proofstability of estimates
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)
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