Generalized ridge regression: a note on negative ridge parameters

DOI10.1080/03610928308828440zbMath0512.62071OpenAlexW2017615153MaRDI QIDQ3657251

Richard F. Gunst, Tsushung A. Hua

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/03610928308828440

zbMATH Keywords

biased estimationgeneralized ridge regressionvariable selection proceduresnegative ridge parameters

Mathematics Subject Classification ID

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

Related Items (3)

Optimization aspects of the generalized discrepancy principle in regularization ⋮ Latent root regression: a biased regression methodology for use with collinear predictor variables ⋮ Ridge estimation in regression problems with autocorrelated errors: A monte carlo study

Cites Work

• Improved Estimators for Coefficients in Linear Regression
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