Ridge Regression under Alternative Loss Criteria
نویسندگان
چکیده
منابع مشابه
Ridge Regression under Alternative Loss Criteria
T HE introduction by Hoerl and Kennard (1970) of a ridge regression estimator to deal with the problem of multicollinearity in regression has been followed by a large number of papers in the statistical literature. In the area of econometrics, though, the method of ridge regression has received little attention. I One of the reasons for the lack of interest in ridge regression on the part of th...
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ژورنال
عنوان ژورنال: The Review of Economics and Statistics
سال: 1982
ISSN: 0034-6535
DOI: 10.2307/1925948