Ridge regression:some simulations

DOI10.1080/03610927508827232zbMath0296.62062OpenAlexW2066796151MaRDI QIDQ4049968

Robert W. Kennard, Kent F. Baldwin, A. E. Hoerl

Publication date: 1975

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927508827232

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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