Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint
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Publication:5085551
DOI10.1080/03610926.2018.1532006OpenAlexW2908041176WikidataQ128689427 ScholiaQ128689427MaRDI QIDQ5085551
Publication date: 27 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1532006
minimaxspherically symmetric distributionsquadratic lossrisk functionpositive orthantadaptive ridge estimatorthe James-Stein estimator
Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)
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Cites Work
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