Document Zbl 0393.62027

Swamy, P. A. V. B.; Mehta, J. S.; Rappoport, P. N.

Two methods of evaluating Hoerl and Kennard’s ridge regression. (English) Zbl 0393.62027

Commun. Stat., Theory Methods A7, 1133-1155 (1978).

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MSC:

62J07	Ridge regression; shrinkage estimators (Lasso)
65C05	Monte Carlo methods

Keywords:

Estimating Coefficients; Priori Information; Sample Data; Monte Carlo; Economic Relationships; Biased; Relative Efficiencies; Structural Equation; Hoerl-Kennard Ridge Regression Method

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References:

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