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scientific article; zbMATH DE number 5585964 - MaRDI portal

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Publication:5323494

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zbMath1167.62342MaRDI QIDQ5323494

Vassily Voinov, Mikhail S. Nikulin

Publication date: 23 July 2009

Full work available at URL: https://eudml.org/doc/40237

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

zbMATH Keywords

James-Stein estimator equivariant estimator shrinkage estimator admissible estimator minimax estimator quadratic loss function Berger's estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Compound decision problems in statistical decision theory (62C25)

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