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- W2559985623 abstract "For a suitably chosen ridge penalty parameter, the ridge regression estimator uniformly dominates the maximum likelihood regression estimator in terms of the mean squared error. Analogous results for the ridge maximum likelihood estimators of covariance and precision matrix are presented." @default.
- W2559985623 created "2016-12-16" @default.
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- W2559985623 date "2017-04-01" @default.
- W2559985623 modified "2023-09-27" @default.
- W2559985623 title "On the mean squared error of the ridge estimator of the covariance and precision matrix" @default.
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- W2559985623 doi "https://doi.org/10.1016/j.spl.2016.12.002" @default.
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