On the shrinkage estimation of variance

MaRDI QIDQ5262063zbMATH OpenFDO

Authors Gérard Biau, Yannis G. Yatracos

Publication date 13 July 2015

Full work available at URL http://journal-sfds.fr/article/view/104/

zbMATH Keywords

shrinkagevariance estimationmean squared errorstandard deviationPitman closeness

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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