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Adaptive Multivariate Ridge Regression

✍ Scribed by P. J. Brown and J. V. Zidek


Book ID
118230128
Publisher
Institute of Mathematical Statistics
Year
1980
Tongue
English
Weight
971 KB
Volume
8
Category
Article
ISSN
0090-5364

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## Abstract Ridge regression is a popular parameter estimation method used to address the collinearity problem frequently arising in multiple linear regression. The formulation of the ridge methodology is reviewed and properties of the ridge estimates capsulated. In particular, four rationales lead