On minimax shrinkage regression estimators
type: Item
instance of: scholarly article
title: On minimax shrinkage regression estimators
zbMATH Open document ID: 0828.62057
author: Tze-San Lee
published in: Metron
publication date: 1995-12-19T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 813781
zbMATH Keywords: matrix condition
zbMATH Keywords: least squares estimator
zbMATH Keywords: multicollinearity
zbMATH Keywords: numerical or statistical stability
zbMATH Keywords: minimax shrinkage regression estimators
zbMATH Keywords: regression correlation matrix
zbMATH Keywords: risk function
zbMATH Keywords: mean squared prediction error
zbMATH Keywords: mean squared estimation error
zbMATH Keywords: eigenvalue
zbMATH Keywords: regression cross- product matrix
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description: scientific article; zbMATH DE number 813781