SOME CRITICISMS OF STOCHASTIC SHRINKAGE AND RIDGE-REGRESSION, WITH COUNTEREXAMPLES

被引：10

作者：

EGERTON, MF

LAYCOCK, PJ

机构：

来源：

TECHNOMETRICS | 1981年 / 23卷 / 02期

关键词：

D O I：

10.2307/1268031

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

页码：155 / 159

页数：5

共 23 条

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[3]

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[6] FAMILIES OF MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION [J].

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MORRIS, C .

ANNALS OF STATISTICS, 1976, 4 (01) :11-21

[7]

EGERTON MF, 1979, 109 U MANCH I SCI TE

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JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (373) :131-139

[9]

Hoerl A. E., 1964, CHEM ENG PROGR S SER, V60, P67

[10]

Hoerl A. E., 1962, CHEM ENG PROGR, V58, P54

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