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Ridge Regression and James-Stein Estimation: Review and Comments
Norman R. Draper and R. Craig van Nostrand
Vol. 21, No. 4 (Nov., 1979), pp. 451-466
Published by: Taylor & Francis, Ltd. on behalf of American Statistical Association and American Society for Quality
Stable URL: http://www.jstor.org/stable/1268284
Page Count: 16
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The literature of ridge regression and James-Stein estimation is broadly reviewed, and critical comments are interpolated on a number of papers. The authors also express their viewpoints on ridge regression and their antipathy to its mechanical use.
Technometrics © 1979 American Statistical Association