scientific article; zbMATH DE number 3846687

MaRDI QIDQ3316408zbMATH OpenFDO

Authors

Publication date 1982

zbMATH Keywords

bias vectorexplicit expressionsgeneral quadratic loss functionmean squared error matrixminimax adaptive generalized ridge regression estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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