Ridge Regression: Degrees of Freedom in the Analysis of Variance

DOI10.1080/03610919008812931MaRDI QIDQ4019147zbMATH OpenOpenAlexFDO

Authors A. E. Hoerl, Robert W. Kennard

Publication date 16 January 1993

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919008812931

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10)

Cites work

• scientific article; zbMATH DE number 3675157 (Why is no real title available?)
• Ridge regression iterative estimation of the biasing parameter

Cited in

(1)

• Tests of regression coefficients under ridge regression models

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