Verbesserungen der kleinste–quadrate–sehälzung durch schätzungen vom ridge–typ und vom stein–typ

DOI10.1080/02331888408801772zbMath0554.62058OpenAlexW2029786055MaRDI QIDQ3217462

Ulrich Tautenhahn

Publication date: 1984

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888408801772

zbMATH Keywords

mean square errorsadaptive generalized ridge estimatorsStein estimatorsimprovements of least square estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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