Sensitivity of ridge-type estimation methods to observation accuracy and sampling rate

DOI10.1016/0096-3003(93)90149-9zbMath0774.62073OpenAlexW2059307702MaRDI QIDQ687025

David A. Cicci

Publication date: 17 October 1993

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(93)90149-9

zbMATH Keywords

simulationsampling rateill-conditioned estimation problemsminimum variance methodsobservation accuracysensitivity of ridge-type estimation methods

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Sensitivity of ridge-type estimation methods to condition number

Cites Work

• Unnamed Item
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• A method for the solution of certain non-linear problems in least squares

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