Ridge Regression: Applications to Nonorthogonal Problems

DOI10.2307/1267352zbMath0202.17206OpenAlexW4256202811MaRDI QIDQ5599421

A. E. Hoerl, Robert W. Kennard

Publication date: 1970

Full work available at URL: https://doi.org/10.2307/1267352

Mathematics Subject Classification ID

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

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