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zbMath0652.62045MaRDI QIDQ3798063

Gérard Antille

Publication date: 1987

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

zbMATH Keywords

Lagrange multipliers James-Stein estimator mean normal distribution bias posterior mean Gauss-Markov model normal prior shrunken estimator random ridge regression estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)

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