The existence theorem in general ridge regression

J. S. Chawla

Statistics & Probability Letters, 1988, vol. 7, issue 2, 135-137

Abstract: Hoerl and Kennard (1970) state that, like the ordinary ridge estimator, the general ridge estimator is also better than the least squares estimator relative to a mean square error. The proof of this result is given in this note.

Date: 1988
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