Further results concerning ridge regression

DOI10.1080/03610928408828680zbMath0558.62057OpenAlexW2055732899MaRDI QIDQ3223724

Timothy I. Miller, Ronald L. Tracy

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828680

zbMATH Keywords

least squarescomparison of estimatorsnew ridge estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

Related Items (2)

Ridge estimation of transfer function weights ⋮ Ridge estimated confidence intervals:a monte carlo evaluaion

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