The characteristics of a biased estimator applied to the adaptive GMDH

DOI10.1016/0895-7177(93)90088-GzbMATH Open0768.93006OpenAlexW1975614136MaRDI QIDQ1804076FDOQ1804076

Yanyan Li

Publication date: 29 June 1993

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(93)90088-g

zbMATH Keywords

ridge estimatoroptimal estimatorgroup method of data handling

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) System identification (93B30)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• An Explicit Solution for Generalized Ridge Regression
• Improved Estimators for Coefficients in Linear Regression

Cited In (2)

• Structure identification of nonlinear dynamic systems - A survey on input/output approaches
• Nonlinear phenomena in a self-organizing model

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