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Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2017.1397167
Abstract: ABSTRACT The problem of estimating of the vector β of the linear regression model y = Aβ + ϵ with ϵ ∼ Np(0, σ2Ip) under quadratic loss function is considered when common variance σ2 is…
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Keywords:
regression estimators;
minimax estimators;
regression;
ridge regression ... See more keywords