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A Stein rule estimator which shrinks towards the ridge regression estimator (Q1801815)

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scientific article; zbMATH DE number 218389
Language Label Description Also known as
English
A Stein rule estimator which shrinks towards the ridge regression estimator
scientific article; zbMATH DE number 218389

    Statements

    title
    A Stein rule estimator which shrinks towards the ridge regression estimator (English)
    0 references
    publication date
    8 August 1993
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    zbMATH Keywords
    domination
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    ordinary least squares estimator
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    Stein rule estimator
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    stochastic linear hypothesis estimator
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    risk function
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    risk performance
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    ridge regression estimator
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    Identifiers

    zbMATH DE Number
    218389
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    OpenAlex ID
    W2066539450
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