Rank theory approach to ridge, LASSO, preliminary test and Stein-type estimators: Comparative study (Q3120365)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank theory approach to ridge, LASSO, preliminary test and Stein-type estimators: Comparative study |
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Rank theory approach to ridge, LASSO, preliminary test and Stein-type estimators: Comparative study (English)
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1 March 2019
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efficiency of Lasso
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penalty estimators
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preliminary test
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Stein-type estimator
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ridge estimator
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\(L_2\)-risk function
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