Minimum mean square error of a generalized Stein estimator

DOI10.1016/0165-1765(86)90199-0zbMath1328.62461OpenAlexW1985066351MaRDI QIDQ899850

Lawrence C. Marsh, Michael J. Radzicki

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90199-0

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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