Shrinkage estimation in elliptically contoured distribution with restricted parameter space
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Publication:3654462
DOI10.1524/stnd.2009.1010zbMath1178.62060MaRDI QIDQ3654462
Publication date: 6 January 2010
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.2009.1010
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62F30: Parametric inference under constraints
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