Sensitivity of ridge-type estimation methods to condition number

DOI10.1016/S0096-3003(99)00095-8zbMath1023.65005OpenAlexW2060169726MaRDI QIDQ1569227

Kevin M. Moran, David A. Cicci

Publication date: 25 June 2000

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

Full work available at URL: https://doi.org/10.1016/s0096-3003(99)00095-8

zbMATH Keywords

performanceill-conditioningleast squares techniquesfiltering ill-posed problemlinear estimation problemminimum variance techniquesridge-type estimation methods

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Cites Work

• A Mathematical Theory of Communication
• Sensitivity of ridge-type estimation methods to observation accuracy and sampling rate
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Regression analysis and problems of multicollinearity
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Sensitivity of ridge-type estimation methods to condition number