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The Minimum Mean Square Error Linear Estimator and Ridge Regression

197596 citationsJournal Article

Authors

R. W. Farebrother · University of Manchester

Abstract

In this paper we explore the similarity between the minimum mean square error estimator and Hoer1 and Kennard's ridge regression.

Topics & Keywords

Statistical and numerical algorithms

UN Sustainable Development Goals

Climate action

Publication Details

Published in: Technometrics

Volume 17, Issue 1, pp. 127-128

DOI: 10.1080/00401706.1975.10489281

Field-Weighted Citation Impact: 8.22

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