On the stability of biased estimates and the regularization method

DOI10.1016/0378-3758(94)00024-7zbMath0848.62029OpenAlexW1986741972MaRDI QIDQ1918221

Hu Yang

Publication date: 18 July 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00024-7

zbMATH Keywords

minimization problemregularization methodbest linear unbiased estimatorBLUEmultivariate linear modelstable solutionsquasi-regular solutionstability of biased estimatesstable estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Numerical optimization and variational techniques (65K10)

Related Items (1)

Ridge Estimation to the Restricted Linear Model

Cites Work

• Unnamed Item
• Improved Estimators for Coefficients in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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