A procedure for determination of a good ridge parameter in linear regression

DOI10.1080/03610918208812264zbMath0514.62078OpenAlexW2023173664MaRDI QIDQ3660715

Lennart Nordberg

Publication date: 1982

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918208812264

zbMATH Keywords

ridge regressionleast squaresdetermination of good ridge parameter

Mathematics Subject Classification ID

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

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