Characterization of Ridge Trace Behavior
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Publication:5314581
DOI10.1081/STA-200063266zbMath1072.62057OpenAlexW2080358908MaRDI QIDQ5314581
Gary C. McDonald, Racheal Zhang
Publication date: 5 September 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-200063266
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Measures of association (correlation, canonical correlation, etc.) (62H20)
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