Ridge Estimation under the Stochastic Restriction

DOI10.1080/03610926.2010.494809zbMath1277.62177MaRDI QIDQ2890102

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Publication date: 8 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.494809

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62F30: Parametric inference under constraints

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