The discovery of mean square error consistency of a ridge estimator
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Publication:2267611
DOI10.1016/j.spl.2009.11.008zbMath1181.62107OpenAlexW1966124642MaRDI QIDQ2267611
Publication date: 1 March 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.008
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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