Generalized ridge regression: a note on negative ridge parameters
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Publication:3657251
DOI10.1080/03610928308828440zbMath0512.62071MaRDI QIDQ3657251
Richard F. Gunst, Tsushung A. Hua
Publication date: 1983
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928308828440
biased estimation; generalized ridge regression; variable selection procedures; negative ridge parameters
62J07: Ridge regression; shrinkage estimators (Lasso)