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A Rational Interpretation of the Ridge Trace - MaRDI portal

A Rational Interpretation of the Ridge Trace

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Publication:3217463

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DOI10.2307/1269496zbMath0554.62059OpenAlexW4251015351MaRDI QIDQ3217463

Gary C. McDonald, Diane I. Gibbons

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/1269496

zbMATH Keywords

sensitivity Bayes estimator prior information ridge regression estimator sample information subset regressions ridge trace weighted average of least squares estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Related Items (1)

Characterization of Ridge Trace Behavior

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