Finding the Best Regression Subset by Reduction in Nonfull-Rank Cases

DOI10.1137/S0895479891221721MaRDI QIDQ4287904zbMATH OpenFDO

Authors Alan H. Feiveson

Publication date 9 May 1994

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

ridge regressionlinear regressionnumerical examplesubset selectionleast squares fittingCholesky type factorization

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Ridge regression; shrinkage estimators (Lasso) (62J07)

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