scientific article; zbMATH DE number 3829083

zbMATH Open0523.62065MaRDI QIDQ3673894FDOQ3673894

Authors: Timo Teräsvirta 

Publication date: 1983

Title of this publication is not available (Why is that?)

zbMATH Keywords

ridge regressionminimax estimationquadratic riskbiased estimationrestricted least squaresrestricted superiority of linear homogeneous estimators over ordinary least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (1)

• Minimax linear regression estimation with symmetric parameter restrictions

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