Choosing the parameter of ridge regression estimators

zbMath0691.62064MaRDI QIDQ582786

A. I. Mustafin, E. V. Sergeenkova, T. I. Kopysitskij

Publication date: 1988

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

ridge regression estimatorsindustrial control systemnonorthogonal input variables

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics (62P99) Survival analysis and censored data (62N99)

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