Archived publication

Archived publication

James-Stein versions of ridge regression and other biased regression methods

Aldrin, Magne

January 01, 1995

SAMBA

  • Keywords: Prediction, Shrinked regression, Principalcomponents regresion, Partial least squares regression, Variable subset regression
  • Page(s): 23
  • Title: James-Stein versions of ridge regression and other biased regression methods
  • Author(s): Aldrin, Magne
  • Report number: STAT/05/95
  • Published date: January 01, 1995