A note on ridge regression

DOI10.1016/0167-7152(90)90144-VzbMath0694.62033OpenAlexW2040755119MaRDI QIDQ909396

J. S. Chawla

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90144-v

zbMATH Keywords

least squares estimatorridge estimatormatrix mean square error

Mathematics Subject Classification ID

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

Related Items (2)

Small sample properties of a ridge regression estimator when there exist omitted variables ⋮ Another look at the naive estimator in a regression model

Cites Work

• The existence theorem in general ridge regression
• A note on general ridge estimator
• Partitioned Ridge Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Unnamed Item

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