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zbMath0436.62058MaRDI QIDQ3876859

D. Coutsourides, C. G. Troskie

Publication date: 1979

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ridge regression principal components ordinary least squares multiple linear regression model equivalence of test statistics linear unbiased estimate constraint least squares shrunken estimators F statistics t test shrunken tests

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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