DENSITY FUNCTION AND RELATIVE EFFICIENCY OF THE MODIFIED GENERALIZED RIDGE REGRESSION ESTIMATORS

DOI10.14490/jjss1995.29.39zbMath0934.62070OpenAlexW2003739418MaRDI QIDQ4269625

Takakatsu Inoue

Publication date: 9 November 1999

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.29.39

zbMATH Keywords

ridge regressiondensity functionrelative efficiency

Mathematics Subject Classification ID

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

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