On the degrees of freedom in shrinkage estimation

Journal of Multivariate Analysis

Volumn 100, Issue 7, 2009, Pages 1338-1352

  Kato, Kengo ^a  

^a UNIVERSITY OF TOKYO   (Japan)

Author keywords

AIC; Degrees of freedom; Fused Lasso; Group Lasso; Lasso; Mallows' Cp; Second fundamental form; Shrinkage estimation; Stein's lemma; Tubal coordinates

Indexed keywords

EID: 64249141055     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.12.002     Document Type: Article

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