scientific article; zbMATH DE number 3940490

MaRDI QIDQ3711532zbMATH OpenFDO

Authors Dietrich Trenkler

Publication date 1986

zbMATH Keywords

excess mean squared error matrixlinear modelnecessary and sufficient criterionridge function theoremsuperiority comparisons of generalized ridge estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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