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Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators - MaRDI portal

Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators (Q1149714)

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scientific article; zbMATH DE number 3711211
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English
Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators
scientific article; zbMATH DE number 3711211

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    Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators (English)
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    1980
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    generalized ridge regression
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    stochastic prior information
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    Bayesian estimators
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    Aitken generalized least squares
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    ordinary least squares estimator
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