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A class of minimax ridge rules - MaRDI portal

A class of minimax ridge rules

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Publication:1204494

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zbMath0758.62031MaRDI QIDQ1204494

Tze-San Lee

Publication date: 10 March 1993

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

ill-conditioned well-conditioned minimax ridge regression estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)

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