Communication in Statistics- Theory and Methods · 1995 · 65 citations · 17 references
ComputingBiostatisticsBayesian Data AnalysisBayesian InferenceEstimation TheoryMaximum Likelihood EstimationMultivariate AnalysisParameter EstimationPrior SpecificationRidge AnalysisRidge RegressionRidge Statistics
Abstract A procedure is illustrated to incorporate prior information in the ridge regression model. Unbiased ridge estimators with prior information are defined and a robust estimate of the ridge parameter k is proposed. Keywords: MulticollinearityPrior informationRidge traceMean square errorUnbiased ridge estimation
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Ridge Regression: Biased Estimation for Nonorthogonal Problems
Arthur E. Hoerl, Robert W. Kennard · Technometrics · 2000 · 6.6K citations
Ridge Regression: Applications to Nonorthogonal Problems
Arthur E. Hoerl, Robert W. Kennard · Technometrics · 1970 · 2.6K citations
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Arthur E. Hoerl, Robert W. Kennard · Technometrics · 1970 · 1.9K citations