Partitioned Ridge Regression

DOI10.2307/1268702zbMATH0388.62061OpenAlexW4237908875MaRDI QIDQ4170106FDOQ4170106

Authors Richard William Farebrother

Publication date 1978

Full work available at URL https://doi.org/10.2307/1268702

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited in

(5)

• Forecasting Swiss exports using Bayesian forecast reconciliation
• A note on ridge regression
• Optimal weighting of a priori statistics in linear estimation theory
• Restricted minimum bias linear estimation in regression
• Another look at the naive estimator in a regression model

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