Lesser components and generalized ridge estimation

MaRDI QIDQ5322739zbMATH OpenFDO

Authors Haiqing Zhao

Publication date 22 July 2009

zbMATH Keywords

generalized ridge estimationmean square errorprincipal components estimationridge estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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