Mean squared error matrix comparisons between biased estimators — An overview of recent results

DOI10.1007/BF02924687zbMath0703.62066OpenAlexW2092297269MaRDI QIDQ3482718

Publication date: 1990

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02924687

zbMATH Keywords

Euclidean space ridge estimation overview of recent results competing biased estimators mean squared error marix comparisons restricted least squares estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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