A Rational Interpretation of the Ridge Trace

DOI10.2307/1269496MaRDI QIDQ3217463zbMATH OpenOpenAlexFDO

Authors Diane I. Gibbons, Gary C. McDonald

Publication date 1984

Full work available at URL https://doi.org/10.2307/1269496

zbMATH Keywords

Bayes estimatorprior informationridge regression estimatorridge tracesample informationsensitivitysubset regressionsweighted average of least squares estimators

Mathematics Subject Classification ID

Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(5)

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• Unbiased ridge estimation with prior information and ridge trace
• Characterization of Ridge Trace Behavior
• Another look at ridge calibration

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