A Comparison of Ridge Estimators
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Publication:4192834
DOI10.2307/1268139zbMath0406.62050OpenAlexW4251581539MaRDI QIDQ4192834
Gilbert A. Churchill, Dean W. Wichern
Publication date: 1978
Full work available at URL: https://doi.org/10.2307/1268139
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)
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