Linear restrictions, rank reduction, and biased estimation in linear regression

DOI10.1016/S0024-3795(98)10138-6zbMath1057.62523MaRDI QIDQ1300818

John S. Chipman

Publication date: 1999

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

zbMATH Keywords

Linear regressionRank reductionRidge regressionGeneralized inversesBiased estimationLinear restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio, Two-parameter ridge regression and its convergence to the eventual pairwise model

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