On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients

DOI10.1016/0024-3795(85)90188-0zbMath0605.62074OpenAlexW1977622065WikidataQ123138077 ScholiaQ123138077MaRDI QIDQ1083812

P. S. S. N. V. P. Rao, Manfred Precht

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(85)90188-0

zbMATH Keywords

least squares estimatorsRidge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)