On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients (Q1083812)
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scientific article; zbMATH DE number 3978183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients |
scientific article; zbMATH DE number 3978183 |
Statements
On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients (English)
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1985
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A conjecture of \textit{A. E. Hoerl} and \textit{R. W. Kennard} [Ridge regression - present and future. in: J. F. Gentleman (ed.), Proc. 12th Annu. Symp. Interface, Waterloo (1979)] on a property of least squares estimators is established in a general setup.
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Ridge regression
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least squares estimators
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0.8683379
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0.8675568
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