Journal of Financial Markets · 2018 · 36 citations · 38 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsFinancial Risk ManagementCapital MarketsCredit MarketsCredit RiskFinancial RiskLiquidity RiskMarket RiskCredit Risk ControlImplicit Bailouts
38
Ridge Regression: Biased Estimation for Nonorthogonal Problems
Arthur E. Hoerl, Robert W. Kennard · Technometrics · 1970 · 8.9K citations
Ridge Regression: Biased Estimation for Nonorthogonal Problems
Arthur E. Hoerl, Robert W. Kennard · Technometrics · 2000 · 6.6K citations