Condition Numbers and Minimax Ridge Regression Estimators
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.1985.10478180
Reference11 articles.
1. Demeaning Conditioning Diagnostics through Centering
2. Regression Diagnostics
3. Minimax Estimators of the Mean of a Multivariate Normal Distribution
4. Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)
5. Minimax Ridge Regression Estimation
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