Ridge Regression: Biased Estimation for Nonorthogonal Problems

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DOI10.2307/1267351zbMath0202.17205OpenAlexW4255455317WikidataQ56031697 ScholiaQ56031697MaRDI QIDQ5599420

A. E. Hoerl, Robert W. Kennard

Publication date: 1970

Full work available at URL: https://doi.org/10.2307/1267351

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Uses Software

lmridge

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