Equivariance of ridge estimators through standardization, a note

DOI10.1080/03610927808827698zbMath0411.62047OpenAlexW2080928888MaRDI QIDQ4197915

H. D. Vinod

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1080/03610927808827698

zbMATH Keywords

invariancerescalingridge regressionbiased estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• Ridge Regression in Practice
• A Special Group Structure and Equivariant Estimation
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

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