Search Results for author: Robert L. Obenchain

Found 1 papers, 0 papers with code

The Efficient Shrinkage Path: Maximum Likelihood of Minimum MSE Risk

no code implementations9 Mar 2021 Robert L. Obenchain

A new generalized ridge regression shrinkage path is proposed that is as short as possible under the restriction that it must pass through the vector of regression coefficient estimators that make the overall Optimal Variance-Bias Trade-Off under Normal distribution-theory.

regression

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