N-Stage splitting for maximum penalized likelihood estimation with gaussian data and stationary linear iterative methods

DOI10.1080/00949659908811941zbMath0943.65013OpenAlexW2139024646MaRDI QIDQ4942507

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Publication date: 21 August 2000

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659908811941

zbMATH Keywords

convergenceridge regressionsplitting algorithmsmaximum penalized likelihood estimation\(N\)-stage splitting algorithm

Mathematics Subject Classification ID

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

Cites Work

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• A statistical perspective on ill-posed inverse problems (with discussion)
• The optimality of iterative maximum penalized likelihood algorithms for ridge regression
• Iterative Solution Methods
• Matrix Analysis of a Two-Stage-Splitting Iteration for Maximum Penalized Likelihood Estimation
• N-stage splitting for maximum penalized likelihood estimation

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