A Rational Interpretation of the Ridge Trace (Q3217463)

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scientific article; zbMATH DE number 3883439
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    A Rational Interpretation of the Ridge Trace
    scientific article; zbMATH DE number 3883439

      Statements

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      1984
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      Bayes estimator
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      ridge regression estimator
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      weighted average of least squares estimators
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      subset regressions
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      ridge trace
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      sample information
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      prior information
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      sensitivity
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      A Rational Interpretation of the Ridge Trace (English)
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      Identifiers