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Galarneau Gibbons, Diane

A simulation study of some ridge estimators. (English) Zbl 0452.62055

J. Am. Stat. Assoc. 76, 131-139 (1981).
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scan of Zbl 0452.62055

Cited in 85 Documents

MSC:

62J07 Ridge regression; shrinkage estimators (Lasso)
65C05 Monte Carlo methods
65C99 Probabilistic methods, stochastic differential equations

Keywords:

ridge estimators; least squares; ridge regression; mean squared error
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