On the ridge regression estimator with sub-space restriction (Q4605263)
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scientific article; zbMATH DE number 6841808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the ridge regression estimator with sub-space restriction |
scientific article; zbMATH DE number 6841808 |
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On the ridge regression estimator with sub-space restriction (English)
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21 February 2018
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approximate risk
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elliptically contoured distribution
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linear regression model
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restricted estimator
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shrinkage estimator
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ridge estimator
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