Ridge regression from principal component point of view

DOI10.1080/03610928108828165MaRDI QIDQ3935312zbMATH OpenOpenAlexFDO

Authors Francis C. Hsuan

Publication date 1981

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928108828165

zbMATH Keywords

Euclidean normmulticollinearitynumerical valuesprincipal component estimators

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• scientific article; zbMATH DE number 3497220 (Why is no real title available?)
• scientific article; zbMATH DE number 1099312 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)

Cited in

(2)

• On the euclidean distance between biased estimators
• A simulation study of deterministic ridge estimators

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