Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
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Publication:4434423
DOI10.1081/STA-120025385zbMath1028.62054OpenAlexW1994067712MaRDI QIDQ4434423
Publication date: 6 November 2003
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120025385
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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