On minimax shrinkage regression estimators (Q1901272)
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scientific article; zbMATH DE number 813781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On minimax shrinkage regression estimators |
scientific article; zbMATH DE number 813781 |
Statements
On minimax shrinkage regression estimators (English)
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19 December 1995
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matrix condition
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least squares estimator
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multicollinearity
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numerical or statistical stability
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minimax shrinkage regression estimators
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regression correlation matrix
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risk function
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mean squared prediction error
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mean squared estimation error
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eigenvalue
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regression cross- product matrix
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0.9280832
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