A simulation study of some ridge estimators. (English) Zbl 0452.62055
MSC:
62J07 | Ridge regression; shrinkage estimators (Lasso) |
65C05 | Monte Carlo methods |
65C99 | Probabilistic methods, stochastic differential equations |
62J07 | Ridge regression; shrinkage estimators (Lasso) |
65C05 | Monte Carlo methods |
65C99 | Probabilistic methods, stochastic differential equations |