Minimax Adaptive Generalized Ridge Regression Estimators
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Publication:4174109
DOI10.2307/2286612zbMath0392.62053MaRDI QIDQ4174109
Publication date: 1978
Full work available at URL: https://doi.org/10.2307/2286612
Minimax; Linear Regression Model; Least Squares Procedure; Generalized Ridge Regression Estimators; Quadratic Loss Function; Risk Function
62J07: Ridge regression; shrinkage estimators (Lasso)
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