On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients (Q1083812)
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English | 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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