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Original Articles

Error misspecification and properties of the simple ridge estimator

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Pages 1615-1624 | Received 01 Apr 1981, Published online: 27 Jun 2007

References

  • Farebrother , R.W. 1976 . Further Results on the Mean Square Error of Ridge Regression . J.R. statt. Soc , 38 Series B
  • Hoerl , A.E. and Kennard , R.W. 1970 . Ridge Regression: Biased Estimation for Non-Orthogonal Problems . Technometrics , 12 : 69 – 82 .
  • Rao , C.R. . Least Squares Theory Using an Estimated Dispersion Matrix and Its Application to Measurement of Signals . Pro. of the 5th Berkeley Symposiwn . Vol. I , pp. 355 – 372 .
  • Theobald , C.M. 1974 . Generalisation of Mean Square Error Applied to Ridge Regression . J.R. Stat. Soc , 36 : 6 – 103 . Series B

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