A Frequentist Analysis of a Class of Ridge Regression Estimators
一类岭回归估计量的频率学派分析
We discuss ridge regression estimators as a class, showing how six recently proposed estimators can thus be viewed, and give reasons for preferring one of these (empirical Bayes maximum likelihood estimator) to the other five. Results are based on analysis rather than simulations and on a frequentist rather than Bayesian viewpoint.