A Regularized Estimator For Linear Regression Model With Possibly Singular Covariance

DOI10.1109/TAC.2012.2203552MaRDI QIDQ5353095zbMATH OpenOpenAlexFDO

Authors Hong Son Hoang, Remy Baraille

Publication date 8 September 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2012.2203552

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Estimation and detection in stochastic control theory (93E10)

Cited in

(3)

• scientific article; zbMATH DE number 7502392 (Why is no real title available?)
• On the robust estimation of the regression coefficients of random processes with singular spectrum
• Polynomial whitening for high-dimensional data

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