Publication | Closed Access
The Minimum Mean Square Error Linear Estimator and Ridge Regression
96
Citations
10
References
1975
Year
Parameter EstimationEngineeringEstimation StatisticEconometricsRegression AnalysisStatistical InferenceRidge RegressionEstimation TheoryStatisticsSemi-nonparametric Estimation
In this paper we explore the similarity between the minimum mean square error estimator and Hoer1 and Kennard's ridge regression.
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