A Comment on Ridge Regression. Biased Estimation for Non-Orthogonal Problems

DOI10.2307/1266967MaRDI QIDQ5636177zbMATH OpenOpenAlexFDO

Authors K. S. Banerjee, Raymond N. Carr

Publication date 1971

Full work available at URL https://doi.org/10.2307/1266967

Mathematics Subject Classification ID

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

Cited in

(3)

• Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators
• scientific article; zbMATH DE number 3643160 (Why is no real title available?)
• Developing ridge estimation method for median regression

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