RIDGE REGRESSION - BIASED ESTIMATION FOR NONORTHOGONAL PROBLEMS

被引：8064

作者：

HOERL, AE

KENNARD, RW

机构：

来源：

关键词：

D O I：

10.1080/00401706.1970.10488634

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：55 / &

共 23 条

[1]

Balakrishnan A.V, 1963, JSIAM CONTROL SER A, V1, P109

[2]

BARNARD GA, 1963, J ROY STAT SOC B, V25, P124

[3]

BEALE EML, 1967, BIOMETRIKA, V54, P356

[4]

CLUTTONBROCK M, 1965, J ROY STAT SOC B, V27, P17

[5]

Efroymson MA, 1960, MATHEMATICAL METHODS

[6]

GARSIDE MJ, 1965, APPLIED STATISTICS, V14

[7] SELECTION OF VARIABLES FOR FITTING EQUATIONS TO DATA [J].

GORMAN, JW ;

TOMAN, RJ .

[8] SELECTION OF BEST SUBSET IN REGRESSION ANALYSIS [J].

HOCKING, RR ;

LESLIE, RN .

[9]

Hoerl A., 1962, CHEM ENG PROG, V58, P54

[10]

Hoerl A. E., 1964, CHEM ENG PROGR S SER, V60, P67