ADAPTIVE MULTIVARIATE RIDGE-REGRESSION

被引：70

作者：

BROWN, PJ ^{[1
]}

ZIDEK, JV ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,DEPT MATH,VANCOUVER V6T 1W5,BC,CANADA

来源：

ANNALS OF STATISTICS | 1980年 / 8卷 / 01期

关键词：

D O I：

10.1214/aos/1176344891

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：64 / 74

页数：11

相关论文

共 25 条

[1] INADMISSIBILITY OF MAXIMUM LIKELIHOOD ESTIMATORS IN SOME MULTIPLE REGRESSION PROBLEMS WITH 3 OR MORE INDEPENDENT VARIABLES
BARANCHIK, AJ
[J]. ANNALS OF STATISTICS, 1973, 1 (02) : 312 - 321
[2] MINIMAX ESTIMATION OF LOCATION VECTORS FOR A WIDE CLASS OF DENSITIES
BERGER, J
[J]. ANNALS OF STATISTICS, 1975, 3 (06) : 1318 - 1328
[3] BERGER J, 1977, 480 PURD U STAT DEP
[4] BERGER J, 1977, ANN STATISTICS, V4, P763
[5] ESTIMATION WITH INCOMPLETELY SPECIFIED LOSS FUNCTIONS (CASE OF SEVERAL LOCATION PARAMETERS)
BROWN, LD
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (350) : 417 - 427
[6] ELECTION NIGHT FORECASTING
BROWN, P
PAYNE, C
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1975, 138 : 463 - 498
[7] BROWN PJ, 1978, 788 U BRIT COL I APP
[8] BROWN PM, UNPUBLISHED
[9] Bunke O., 1975, Mathematische Operationsforschung und Statistik, V6, P817, DOI 10.1080/02331887508801260
[10] SIMULATION STUDY OF ALTERNATIVES TO ORDINARY LEAST-SQUARES
DEMPSTER, AP
SCHATZOFF, M
WERMUTH, N
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (357) : 77 - 93