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Ridge Regression and James-Stein Estimation: Review and Comments

 

作者: NormanR. Draper,   R.Craig Van Nostrand,  

 

期刊: Technometrics  （Taylor Available online 1979）
卷期: Volume 21, issue 4  

页码: 451-466

 

ISSN:0040-1706

 

年代: 1979

 

DOI:10.1080/00401706.1979.10489815

 

出版商: Taylor & Francis Group

 

关键词: Ridge regression;James-Stein estimator;Biased estimators;Mean squared error

 

数据来源: Taylor

 

摘要:

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.

 

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