Ridge regression from principal component point of view

DOI10.1080/03610928108828165zbMath0477.62054OpenAlexW2029545567MaRDI QIDQ3935312

Francis C. Hsuan

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/03610928108828165

zbMATH Keywords

Euclidean normmulticollinearitynumerical valuesprincipal component estimators

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (2)

A simulation study of deterministic ridge estimators ⋮ On the euclidean distance between biased estimators

Cites Work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
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