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Length modified ridge regression

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  • Aldrin, Magne

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  • Aldrin, Magne, 1997. "Length modified ridge regression," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 377-398, September.
    • Handle: RePEc:eee:csdana:v:25:y:1997:i:4:p:377-398
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    References listed on IDEAS

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    1. T. Fearn, 1983. "A Misuse of Ridge Regression in the Calibration of a Near Infrared Reflectance Instrument," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(1), pages 73-79, March.
    2. Arthur E. Hoerl & Robert W. Kennard & Roger W. Hoerl, 1985. "Practical Use of Ridge Regression: A Challenge Met," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 34(2), pages 114-120, June.
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    Cited by:

    1. Aldrin, Magne, 2006. "Improved predictions penalizing both slope and curvature in additive models," Computational Statistics & Data Analysis, Elsevier, vol. 50(2), pages 267-284, January.
    2. Hernán Rubio & Luis Firinguetti, 2002. "The Distribution of Stochastic Shrinkage Parameters in Ridge Regression," Working Papers Central Bank of Chile 137, Central Bank of Chile.

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