Lee, Tze-San Optimum ridge parameter selection (Algorithm AS 223). (English) Zbl 0613.62092 J. R. Stat. Soc., Ser. C 36, 112-118 (1987). Cited in 4 Documents MSC: 62J07 Ridge regression; shrinkage estimators (Lasso) 62-04 Software, source code, etc. for problems pertaining to statistics Keywords:Algorithm AS 223; optimum ridge parameter selection; ridge regression; ISO Fortran; Newton-Raphson method Software:AS 223 PDFBibTeX XMLCite \textit{T.-S. Lee}, J. R. Stat. Soc., Ser. C 36, 112--118 (1987; Zbl 0613.62092) Full Text: DOI