The compression LS estimate of regression coefficient in multivariate linear model

DOI10.1007/BF02463717zbMath0805.62055MaRDI QIDQ1333840

Shiji Chen, Zhi-Bin Zeng

Publication date: 6 February 1995

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

numerical stabilitymean square errorleast squares estimatorrelative efficiencymultivariate linear modelridge estimationregression coefficientscompression least squares estimationtuning numbers

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• The inefficiency of least squares
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