dx.doi.org/10.1111/j.1468-0084.1987.mp49003007.x
Oxford Bulletin of Economics and Statistics

Power, S, & Bishopp, W. (William). (1987). PRACTITIONERS' CORNER: A Note on the Computation of the Correct Estimated Covariance Matrix for a Ridge Regression Shortcut. Oxford Bulletin of Economics and Statistics, 49(3), 343–345. doi:10.1111/j.1468-0084.1987.mp49003007.x