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Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation - MaRDI portal

Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation (Q6082999)

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scientific article; zbMATH DE number 7773969
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Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation
scientific article; zbMATH DE number 7773969

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    Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation (English)
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    7 December 2023
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    BRREs
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    loss functions
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    multicollinearity
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    ridge estimator
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    T-K approximation
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    ordinary least square
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    mean squared error
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