Recent results in ridge regression methods

DOI10.1007/s40300-015-0065-4zbMath1329.62323OpenAlexW954620964MaRDI QIDQ904901

M. A. Alkhamisi, Ian B. MacNeill

Publication date: 14 January 2016

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-015-0065-4

zbMATH Keywords

eigenvaluescondition numberchange pointcollinearityridge estimatorrestricted ridge estimatorTMSE

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Eigenvalues, singular values, and eigenvectors (15A18) Conditioning of matrices (15A12)

Related Items (1)

Transformation of variables and the condition number in ridge estimation

Cites Work

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