Anomalies in the foundations of ridge regression: some clarifications

DOI10.1111/J.1751-5823.2010.00113.XMaRDI QIDQ6574883

Prem K. Goel, Prasenjit Kapat

Publication date: 19 July 2024

Published in: International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

constrained optimizationLagrange's principleconstrained least squaresridge solutions

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Mathematical programming (90Cxx) Multivariate analysis (62Hxx)

Cites Work

• Title not available (Why is that?)
• Constrained estimation and the theorem of Kuhn-Tucker
• Anomalies in the Foundations of Ridge Regression
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• A Critique of Some Ridge Regression Methods
• A First Course in Optimization Theory
• On a Theorem Used in Nonlinear Least Squares
• An Operator Theoretic Formulation of a Class of Control Problems and a Steepest Descent Method of Solution
• On the practice of rescaling covariates

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