Asymptotic Theory for Regularized System Identification Part I: Empirical Bayes Hyperparameter Estimator (Q6199907)
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scientific article; zbMATH DE number 7810964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Theory for Regularized System Identification Part I: Empirical Bayes Hyperparameter Estimator |
scientific article; zbMATH DE number 7810964 |
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Asymptotic Theory for Regularized System Identification Part I: Empirical Bayes Hyperparameter Estimator (English)
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29 February 2024
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asymptotic distribution
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asymptotic theory
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empirical Bayes (EB)
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hyperparameter estimator
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regularized least squares (RLS)
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ridge regression
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