This paper gives the formulas for and derivation of ridge regression methods when there are weights associated with each observation. A Bayesian motivation is used and various choices of k are discussed. A suggestion is made as to how to combine ridge regression with robust regression methods

This paper gives an alternative derivation of a Monte Carlo method that has been used to study robust estimators. Extensions of the technique to the regression case are also considered and some computational points are briefly mentioned

This paper gives an alternative derivation of a Monte Carlo method that has been used to study robust estimators. Extensions of the technique to the regression case are also considered and some computational points are briefly mentioned

This paper gives the formulas for and derivation of ridge regression methods when there are weights associated with each observation. A Bayesian motivation is used and various choices of k are discussed. A suggestion is made as to how to combine ridge regression with robust regression methods