Technometrics · 1979 · 54 citations · 0 references
Natural SciencesBiostatisticsStatistical ModelingStatisticsEstimation TheoryMaximum Likelihood EstimationParameter EstimationRegressionStatistical InferenceEstimation Of Regression ModelsJames-stein EncodingJames-stein EstimationJames-stein RuleJames-stein ShrinkageLeast Squares EstimationRidge RegressionRidge Statistics
Abstract 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. KEY WORDS: Ridge regressionJames-Stein estimatorBiased estimatorsMean squared error