Condition Numbers and Minimax Ridge Regression Estimators
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Publication:3694648
DOI10.2307/2288496zbMath0575.65148MaRDI QIDQ3694648
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/2288496
62J07: Ridge regression; shrinkage estimators (Lasso)
62C20: Minimax procedures in statistical decision theory
65C99: Probabilistic methods, stochastic differential equations
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