Statistical prediction under an order restriction

MaRDI QIDQ3516665zbMATH OpenFDO

Authors Yushan Xiao, Yoshikazu Takada

Publication date 6 August 2008

zbMATH Keywords

double-shrinkage predictorequivariant predictorsingle shrinkage predictor

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Ridge regression; shrinkage estimators (Lasso) (62J07)

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