The generalized ridge estimator and improved adjustments for regression parameters

DOI10.1007/BF01893398zbMath0381.62057MaRDI QIDQ1248309

K. Appert

Publication date: 1977

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175711

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

Anomalies in the Foundations of Ridge Regression ⋮ Optimal weighting of a priori statistics in linear estimation theory

Cites Work

• Regression and the Moore-Penrose pseudoinverse
• A Robust Method for Multiple Linear Regression
• Improved Estimators for Coefficients in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• The 1972 Wald Lecture Robust Statistics: A Review
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