Applications of the Householder transformation to ridge-type estimation methods

DOI10.1016/0096-3003(92)90071-8zbMath0760.65135OpenAlexW2044586181MaRDI QIDQ1200229

David A. Cicci

Publication date: 17 January 1993

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(92)90071-8

zbMATH Keywords

linear modelridge regressionleast squares estimatorHouseholder transformationsill-conditioned\(QR\)- decomposition

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Orthogonalization in numerical linear algebra (65F25) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Unitary Triangularization of a Nonsymmetric Matrix

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