The restricted least squares estimator and ridge regression (Q3223725)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The restricted least squares estimator and ridge regression |
scientific article |
Statements
The restricted least squares estimator and ridge regression (English)
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1984
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comparison study
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mean square error matrices
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ordinary least squares estimator
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restricted least squares estimator
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generalization of the ordinary ridge estimator
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necessary and sufficient conditions
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positive semidefinite matrix
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