Ridge regression iterative estimation of the biasing parameter
作者： Arthur E. Hoerl , Robert W. Kennard
DOI: 10.1080/03610927608827333
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摘要: An iterative method is given for selecting the biasing parameter, k, in RIDGE regression. The produces a distribution of squared errors regression coefficients that has smaller mean and variance than least squares or single iteration estimate .
sci-hub.se 参考文章(3)
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