Generalized james-stein estimatoes
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Publication:3966957
DOI10.1080/03610928208828386zbMath0501.62065OpenAlexW2161918047MaRDI QIDQ3966957
Publication date: 1982
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928208828386
Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)
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Cites Work
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- A family of admissible minimax estimators of the mean of a multivariate normal distribution
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