Question

Derive the entries in Table 3.4, the explicit forms for estimators

in the orthogonal case.

TABLE 3.4.J Estimators of B, in the case of orthonormal columns of X. M andX are constants chosen by the corresponding techniques; sign denotes the sign of its argument (土1), and x+ denotes "positive part" of x. Below the table, estimators are shown by broken red lines. The 45 line in gray shows the unrestricted estimate for reference Estimator Formula . 1(13,1 1+λ 1β(M)1) Best subset (size M) Ridge Lasso

Answer 1

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