scientific article; zbMATH DE number 943729

MaRDI QIDQ4715155zbMATH OpenFDO

Authors Dietrich Trenkler, Götz Trenkler

Publication date 10 November 1996

zbMATH Keywords

biased estimationdegree of stabilityelectric demand forecasting modelglobal criterionridge estimatorridge regressionridge trace

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics (62P99)

Recommendations

• Comparison of biasing parameter computational techniques in ridge-type estimation
• New approaches for choosing the ridge parameters
• Selection buasubg parameters in adaptive ridge regression estimators
• Selection of the ridge parameter using mathematical programming
• Some Modifications for Choosing Ridge Parameters
• Efficient choice of biasing constant for ridge regression
• On the stability of biased estimates and the regularization method

Cited in

(1)

• Vector cross product differential and difference equations in \(\mathbb{R}^3\) and in \(\mathbb{R}^7\)

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