Two errors in statistical model fitting

DOI10.1007/BF02532780zbMath0424.62020OpenAlexW2011222897MaRDI QIDQ1135065

Nobuo Inagaki

Publication date: 1977

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02532780

zbMATH Keywords

ridge estimatorrisk functionKullback-Leibler information measuresstatistical model fitting

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

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