The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results
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Publication:3352275
DOI10.1080/03610929008830391zbMath0728.62025OpenAlexW2003401659MaRDI QIDQ3352275
Publication date: 1990
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929008830391
Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05) Empirical decision procedures; empirical Bayes procedures (62C12)
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