Bounds on the biasing parameter in ridge regression

DOI10.1080/03610928108828194zbMath0482.62060OpenAlexW2099070466MaRDI QIDQ3940678

Krishna Kadiyala

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/03610928108828194

zbMATH Keywords

hypergeometric functionordinary ridge estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical distribution theory (62E99)

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