A Simulation Study of Some Ridge Estimators
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Publication:3899343
DOI10.2307/2287058zbMath0452.62055OpenAlexW4231507951MaRDI QIDQ3899343
Publication date: 1981
Full work available at URL: https://doi.org/10.2307/2287058
Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)
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