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zbMath0586.62104MaRDI QIDQ3711531

Tze-San Lee

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

mean squared error prediction error ridge regression least squares estimator multicollinearity James-Stein estimation comparison of optimal biased estimators Farebrother-Theil estimator shrunken estimation

Mathematics Subject Classification ID

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

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