Ridge Regression and James-Stein Estimation: Review and Comments

An Algorithm for Least-Squares Estimation of Nonlinear Parameters

1963 • 29,357 citations

A method for the solution of certain non-linear problems in least squares

1944 • 11,440 citations

Cross-Validatory Choice and Assessment of Statistical Predictions

1974 • 8,849 citations

Ridge Regression: Biased Estimation for Nonorthogonal Problems

1970 • 7,167 citations

The Advanced Theory of Statistics.

1978 • 6,960 citations

Ridge Regression: Biased Estimation for Nonorthogonal Problems

2000 • 6,073 citations

Bayesian Inference in Statistical Analysis.

1975 • 3,994 citations

Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter

1979 • 3,609 citations

Principles of Econometrics

1973 • 3,349 citations

Chemical engineering progress

1988 • 2,470 citations

Estimation with Quadratic Loss

1992 • 2,391 citations

Principles of Econometrics.

1972 • 2,215 citations

Bayes Estimates for the Linear Model

1972 • 1,875 citations

INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION

1956 • 1,847 citations

Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling.

1961 • 1,804 citations

A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression

1976 • 1,683 citations

Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

1970 • 1,656 citations

The Advanced Theory of Statistics.

1967 • 1,411 citations

Bayesian Inference in Statistical Analysis

1974 • 1,151 citations

Stein's Estimation Rule and its Competitors—An Empirical Bayes Approach

1973 • 860 citations

Ridge regression:some simulations

1975 • 833 citations

Data Analysis Using Stein's Estimator and its Generalizations

1975 • 825 citations

Ridge Regression in Practice

1975 • 762 citations

A Basis for the Selection of a Response Surface Design

1959 • 689 citations

A Monte Carlo Evaluation of Some Ridge-Type Estimators

1975 • 558 citations

Application of ridge analysis to regression problems

1962 • 460 citations

Prediction and Improved Estimation in Linear Models

1979 • 428 citations

A simulation study of ridge and other regression estimators

1976 • 402 citations

On the Use of Incomplete Prior Information in Regression Analysis

1963 • 370 citations

Further Results on the Mean Square Error of Ridge Regression

1976 • 343 citations

Prediction and Improved Estimation in Linear Models.

1978 • 315 citations

A Simulation Study of Alternatives to Ordinary Least Squares

1977 • 292 citations

Limiting the Risk of Bayes and Empirical Bayes Estimators—Part II: The Empirical Bayes Case

1972 • 261 citations

Generalizations of Mean Square Error Applied to Ridge Regression

1974 • 232 citations

A Natural Identity for Exponential Families with Applications in Multiparameter Estimation

1978 • 230 citations

Confidence Sets for the Mean of a Multivariate Normal Distribution

1962 • 226 citations

Ridge regression iterative estimation of the biasing parameter

1976 • 211 citations

On Biased Estimation in Linear Models

1973 • 202 citations

Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

1972 • 184 citations

A Class of Biased Estimators in Linear Regression

1976 • 181 citations

Combining Possibly Related Estimation Problems

1973 • 175 citations

Minimax Estimators of the Mean of a Multivariate Normal Distribution

1975 • 157 citations

Biased Estimation in Regression: An Evaluation Using Mean Squared Error

1977 • 140 citations

Improved Estimators for Coefficients in Linear Regression

1968 • 136 citations

An Explicit Solution for Generalized Ridge Regression

1975 • 125 citations

Ridge-Type Estimators for Regression Analysis

1974 • 122 citations

An Evaluation of Ridge Estimators

1971 • 119 citations

A SURVEY OF SOME SMOOTHING PROBLEMS AND THE METHOD OF GENERALIZED CROSS-VALIDATION FOR SOLVING THEM.

1977 • 114 citations

Adaptive Multivariate Ridge Regression

1980 • 111 citations

Minimax Estimation of Location Vectors for a Wide Class of Densities

1975 • 104 citations

A Comparison of Ridge Estimators

1978 • 104 citations

Solving systems of linear equations with a positive definite, symmetric, but possibly ill-conditioned matrix

1955 • 91 citations

Minimax Ridge Regression Estimation

1980 • 87 citations

Improved Estimators for Coefficients in Linear Regression

1968 • 76 citations

Ridge Analysis Following a Preliminary Test of the Shrunken Hypothesis

1975 • 67 citations

Multivariate Statistical Inference

1974 • 66 citations

Solving Systems of Linear Equations With a Positive Definite, Symmetric, but Possibly Ill-Conditioned Matrix

1955 • 63 citations

A Critical View of Ridge Regression

1973 • 58 citations

Discussion on Professor Stein’s Paper

1962 • 55 citations

Explicit and Constrained Generalized Ridge Estimation

1978 • 54 citations

Election Night Forecasting

1975 • 53 citations

Some Considerations in the Evaluation of Alternate Prediction Equations

1979 • 53 citations

Improving Estimates of Economic Parameters by Use of Ridge Regression with Production Function Applications

1975 • 48 citations

Ridge and related estimation procedures: theory and practice

1978 • 44 citations

Centering and Scaling in Ridge Regression

1977 • 31 citations

Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's

1976 • 31 citations

A new approach to mean squared error estimation of response surfaces

1973 • 29 citations

Bayes Linear Estimators

1978 • 28 citations

A Note on a Power Generalization of Ridge Regression

1975 • 20 citations

Centering and Scaling in Ridge Regression

1977 • 17 citations

Experimental Design Considerations Based on a New Approach to Mean Square Error Estimation of Response Surfaces

1974 • 15 citations

A Simulation Study of Alternatives to Ordinary Least Squares: Comment

1977 • 12 citations

A Simulation Study of Alternatives to Ordinary Least Squares: Comment

1977 • 11 citations

Approximations to the upper 5% points of Fisher's B distribution and non-central X2

1957 • 9 citations

Aspects of multivariate regression

1980 • 5 citations

A Reply to Smith and Goldstein

1975 • 4 citations

A Simulation Study of Alternatives to Ordinary Least Squares: Comment

1977 • 3 citations

A Simulation Study of Alternatives to Ordinary Least Squares: Comment

1977 • 1 citations