Ridge regression revisited

DOI10.1111/j.1467-9574.2005.00304.xzbMath1127.62062OpenAlexW1993647032MaRDI QIDQ5438546

Christian M. Hafner, Paul M. C. de Boer

Publication date: 24 January 2008

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.2005.00304.x

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites Work

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