✦ LIBER ✦

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
DOI: 10.2307/2240743

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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