A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators

DOI10.1080/03610926.2021.1934032MaRDI QIDQ6107591zbMATH OpenOpenAlexFDO

Authors Buatikan Mirezi, Selahattin Kaçıranlar, Nimet Özbay

Publication date 3 July 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1934032

zbMATH Keywords

convex optimizationmean square errorordinary least squaresrestricted least squares

Mathematics Subject Classification ID

Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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