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Theory and Method

A Frequentist Analysis of a Class of Ridge Regression Estimators

Pages 736-738 | Received 01 Nov 1977, Published online: 12 Mar 2012

References

  • Carter , Grace M. and Rolph , John E. 1974 . “Empirical Bayes Methods Applied to Estimating Fire Alarm Probabilities,” . Journal of the American Statistical Association , 69 : 880 – 885 .
  • Dempster , Arthur P. , Schatzoff , Martin and Wermuth , Nanny . 1977 . “A Simulation Study of Alternatives to Ordinary Least Squares,” . Journal of the American Statistical Association , 72 : 77 – 91 .
  • Efron , Bradley and Morris , Carl . 1977 . “Comment,” . Journal of the American Statistical Association , 72 : 91 – 93 .
  • Hoerl , Arthur E. and Kennard , Robert W. 1970 . “Ridge Regression: Biased Estimation for Nonorthogonal Problems,” . Technometrics , 12 : 55 – 67 .
  • Hoerl , Arthur E. and Kennard , Robert W. 1976 . “Ridge Regression: Iterative Estimation of the Biasing Parameter,” . Communications in Statistics , A5 : 77 – 88 .
  • Kasarda , John D. and Shih , Wen-Fu P. 1977 . “Optimal Bias in Ridge Regression Approaches to Multicollinearity,” . Sociological Methods and Research , 5 : 461 – 469 .
  • Strawderman , William E. 1978 . “Minimax Adaptive Generalized Ridge Regression Estimators,” . Journal of the American Statistical Association , 73 : 623 – 627 .

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