bibkey: “hoerlkennard1970ridge” authors: “Arthur E. Hoerl; Robert W. Kennard” year: 1970 title: “Ridge Regression: Biased Estimation for Nonorthogonal Problems” doi: “10.1080/00401706.1970.10488634” claim: “The ridge estimator solves the penalized least-squares normal equations; its residual on the training data is lambda times the resolvent applied to the targets.” strata_touched: [] license: “citation-only” triage: “anchor”

Ridge Regression: Biased Estimation for Nonorthogonal Problems

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Technometrics 12(1), 1970, pages 55-67. Used for the classical identities theta_lambda = Phi^T (Phi Phi^T + lambda I)^{-1} y and Phi theta_lambda - y = -lambda (Phi Phi^T + lambda I)^{-1} y; the fiber-law volume only re-derives them.

Declared identifiers: DOI 10.1080/00401706.1970.10488634.