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Minimax Linear Regression Estimators with Application to Ridge Regression - MaRDI portal

Minimax Linear Regression Estimators with Application to Ridge Regression

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Publication:3942248

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DOI10.2307/1268496zbMath0483.62060OpenAlexW4251293919MaRDI QIDQ3942248

Lawrence Peele, Thomas P. Ryan

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/1268496

zbMATH Keywords

minimax-based estimators

Mathematics Subject Classification ID

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

Related Items (1)

Developing ridge estimation method for median regression

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