Pages that link to "Item:Q5605541"

The following pages link to Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation (Q5605541):

Displaying 50 items.

• Elliptical insights: understanding statistical methods through elliptical geometry (Q254335) (← links)
• Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio (Q308243) (← links)
• An iterative stochastic ensemble method for parameter estimation of subsurface flow models (Q401591) (← links)
• A study of variable selection using \(g\)-prior distribution with ridge parameter (Q434980) (← links)
• Improved estimation under collinearity and squared error loss (Q581970) (← links)
• Effects of collinearity on information about regression coefficients (Q582782) (← links)
• A constrained linear estimator for multiple regression (Q603168) (← links)
• Transformation of variables and the condition number in ridge estimation (Q722746) (← links)
• Fuzzy ridge regression with fuzzy input and output (Q780161) (← links)
• Empirically assessing and modeling spillover effects from operational risk events in the insurance industry (Q784418) (← links)
• Effects of reward expectancy on sequential eye movements in monkeys (Q853296) (← links)
• The accuracy of least squares calculations with the Cholesky algorithm (Q911243) (← links)
• A pre-test like estimator dominating the least-squares method (Q935439) (← links)
• Surrogate models in ill-conditioned systems (Q963900) (← links)
• Assessing global influential observations in modified ridge regression (Q1004270) (← links)
• Admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set (Q1035533) (← links)
• Some theoretical results for generalized ridge regression estimators (Q1069246) (← links)
• A ridge-like method for simultaneous estimation of simultaneous equations (Q1138335) (← links)
• Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators (Q1149714) (← links)
• Modified gradient method in the nonlinear least-square estimation (Q1169245) (← links)
• Some properties of a class of biased regression estimators (Q1245547) (← links)
• The generalized ridge estimator and improved adjustments for regression parameters (Q1248309) (← links)
• Linear restrictions, rank reduction, and biased estimation in linear regression (Q1300818) (← links)
• Minimum mean square error estimation in linear regression (Q1314492) (← links)
• Pre-test estimation in the linear regression model with competing restrictions (Q1338497) (← links)
• A test for population collinearity. A Kullback-Leibler information approach (Q1373389) (← links)
• Estimation of the signal-to-noise in the linear regression model (Q1580846) (← links)
• Ill-conditioning and multicollinearity (Q1595157) (← links)
• A note about the corrected VIF (Q1685228) (← links)
• Subset selection in multiple linear regression in the presence of outlier and multicollinearity (Q1731209) (← links)
• Relating supply network structure to productive efficiency: a multi-stage empirical investigation (Q1751832) (← links)
• The characteristics of a biased estimator applied to the adaptive GMDH (Q1804076) (← links)
• \(r-k\) class estimation in regression model with concomitant variables (Q1817410) (← links)
• The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression (Q1819862) (← links)
• A measurement of multi-factor orthogonality (Q1922241) (← links)
• Structured penalties for functional linear models -- partially empirical eigenvectors for regression (Q1950819) (← links)
• Robust VIF regression with application to variable selection in large data sets (Q1951534) (← links)
• Revision: variance inflation in regression (Q1952490) (← links)
• Measurement-computation converter as a measurement facility (Q1956885) (← links)
• Obtaining a threshold for the Stewart index and its extension to ridge regression (Q2032201) (← links)
• Confronting collinearity in environmental regression models: evidence from world data (Q2062339) (← links)
• A comparative study of machine learning models for predicting the state of reactive mixing (Q2128488) (← links)
• \( \chi^2\) test for total variation regularization parameter selection (Q2188143) (← links)
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors (Q2266321) (← links)
• Card games and economic behavior (Q2345210) (← links)
• On dimension folding of matrix- or array-valued statistical objects (Q2380098) (← links)
• An exact approach to ridge regression for big data (Q2403397) (← links)
• Regularization parameter estimation for large-scale Tikhonov regularization using a priori information (Q2445799) (← links)
• Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models (Q2449910) (← links)
• Evaluation of some non-orthogonal saturated designs with two levels (Q2573255) (← links)