Parameter Estimation in the Presence of Bounded Data Uncertainties

DOI10.1137/S0895479896301674zbMath0914.65147OpenAlexW2047066533MaRDI QIDQ4389072

Gene H. Golub, Ming Gu, Ali H. Sayed, Shivkumar Chandrasekaran

Publication date: 11 May 1998

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479896301674

zbMATH Keywords

algorithmparameter estimationregularizationridge regressionrobust estimationsecular equationleast squares estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (15)

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Uses Software

• VanHuffel

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