Concentration reversals in ridge regression
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Publication:1036736
DOI10.1016/J.SPL.2009.07.022zbMath1176.62069OpenAlexW2070779385WikidataQ57447149 ScholiaQ57447149MaRDI QIDQ1036736
Donald R. Jensen, Donald E. Ramirez
Publication date: 13 November 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.022
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Diagnostics, and linear inference and regression (62J20)
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- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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