A Regularized Estimator For Linear Regression Model With Possibly Singular Covariance

DOI10.1109/TAC.2012.2203552zbMATH Open1369.93596OpenAlexW1979994625MaRDI QIDQ5353095FDOQ5353095

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)

• Title not available (Why is that?)
• Polynomial whitening for high-dimensional data
• On the robust estimation of the regression coefficients of random processes with singular spectrum

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