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A non stochastic ridge regression estimator and comparison with the James-Stein estimator - MaRDI portal

A non stochastic ridge regression estimator and comparison with the James-Stein estimator (Q2811432)

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scientific article; zbMATH DE number 6592008
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A non stochastic ridge regression estimator and comparison with the James-Stein estimator
scientific article; zbMATH DE number 6592008

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    A non stochastic ridge regression estimator and comparison with the James-Stein estimator (English)
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    10 June 2016
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    James-Stein estimator
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    mean square error
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    multicollinearity
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    ridge regression
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