Regularized estimates in problems with singular variance matrices (Q1111516)
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scientific article; zbMATH DE number 4074938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized estimates in problems with singular variance matrices |
scientific article; zbMATH DE number 4074938 |
Statements
Regularized estimates in problems with singular variance matrices (English)
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1988
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It is shown that regularized estimates in identification problems with a singular variance matrix are stable under perturbations.
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regularized estimates
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identification
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singular variance matrix
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