The discovery of mean square error consistency of a ridge estimator

DOI10.1016/j.spl.2009.11.008zbMath1181.62107OpenAlexW1966124642MaRDI QIDQ2267611

June Luo

Publication date: 1 March 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.008

zbMATH Keywords

DNA microarrays

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

Asymptotic efficiency of ridge estimator in linear and semiparametric linear models

Cites Work

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• Asymptotics for Lasso-type estimators.
• Variable screening in predicting clinical outcome with high-dimensional microarrays
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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