Ridge Regression: Degrees of Freedom in the Analysis of Variance

DOI10.1080/03610919008812931zbMath0850.62535OpenAlexW2015923093MaRDI QIDQ4019147

A. E. Hoerl, Robert W. Kennard

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812931

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Tests of regression coefficients under ridge regression models

Cites Work

• Ridge regression iterative estimation of the biasing parameter
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