scientific article; zbMATH DE number 3909563

MaRDI QIDQ3685874zbMATH OpenFDO

Authors Dietrich Trenkler, Götz Trenkler

Publication date 1984

zbMATH Keywords

general linear modela priori informationMoore Penrose inverseweighted mean square errorheterogeneous ridge estimatorsmatrix transforms of the parameter vectormulticollinearOptimal ridge factors

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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