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zbMath1207.62148MaRDI QIDQ3161405

Kazumasa Mori, Hiroshi Kurata

Publication date: 14 October 2010

Full work available at URL: http://www.jams.or.jp/scm/abstract/e-2010/2010-31a.txt

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

mean squared error quadratic loss minimax estimator ridge estimator shperically symmetric distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)

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