On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients (Q1083812): Difference between revisions

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Latest revision as of 20:28, 19 March 2024

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On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients
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    On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients (English)
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    1985
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    A conjecture of \textit{A. E. Hoerl} and \textit{R. W. Kennard} [Ridge regression - present and future. in: J. F. Gentleman (ed.), Proc. 12th Annu. Symp. Interface, Waterloo (1979)] on a property of least squares estimators is established in a general setup.
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    Ridge regression
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    least squares estimators
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