Ridge Regression and James-Stein Estimation: Review and Comments
- 1 November 1979
- journal article
- research article
- Published by JSTOR in Technometrics
- Vol. 21 (4) , 451
- https://doi.org/10.2307/1268284
Abstract
The literature of ridge regression and James-Stein estimation is broadly reviewed, and critical comments are interpolated on a number of papers. The authors also express their viewpoints on ridge regression and their antipathy to its mechanical use.Keywords
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