Estimators shrinkage to reduce the quadratic risk

MaRDI QIDQ886474zbMATH OpenFDO

Authors V. I. Serdobol'skij

Publication date 27 June 2007

Published in Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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