scientific article

zbMATH Open0635.62071MaRDI QIDQ3774760

Jianqing Fan

Publication date: 1986

Title of this publication is not available (Why is that?)

zbMATH Keywords

linear modelelliptically contoured distributionleast squares estimatorshrinkage estimatorsquadratic lossridge regression estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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