Theory of Ridge Regression Estimation with Applications

A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications

Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of all penalty estimators in a range of standard models that are used in many applied statistical analyses. Written by noted experts in the field, the book contains a thorough introduction to penalty...