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Condition Numbers and Minimax Ridge Regression Estimators - MaRDI portal

Condition Numbers and Minimax Ridge Regression Estimators (Q3694648)

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scientific article
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Condition Numbers and Minimax Ridge Regression Estimators
scientific article

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    DOI
    10.2307/2288496
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    author
    George Casella
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    publication date
    1985
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    Mathematics Subject Classification ID
    65C99
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    62J07
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    62C20
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    zbMATH DE Number
    3919769
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    zbMATH Keywords
    matrix conditioning
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    mean squared error
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    numerical stability
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    minimax ridge regression estimator
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    OpenAlex ID
    W4239844857
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    title
    Condition Numbers and Minimax Ridge Regression Estimators (English)
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