A class of biased estimators based on QR decomposition

DOI10.1016/j.laa.2016.07.009zbMath1347.62136OpenAlexW2479057067MaRDI QIDQ307819

Saman Babaie-Kafaki, Mahdi Roozbeh, Mohammad Arashi

Publication date: 5 September 2016

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

Full work available at URL: https://doi.org/10.1016/j.laa.2016.07.009

zbMATH Keywords

eigenvaluesQR decompositionmulticollinearityregression modelridge estimationshrinkage parameter

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Eigenvalues, singular values, and eigenvectors (15A18)

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