Anomalies in the foundations of ridge regression: some clarifications

DOI10.1111/J.1751-5823.2010.00113.XMaRDI QIDQ6574883FDOQ6574883

Authors: Prasenjit Kapat, Prem K. Goel 

Publication date: 19 July 2024

Published in: International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

constrained optimizationLagrange's principleconstrained least squaresridge solutions

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Multivariate analysis (62Hxx) Mathematical programming (90Cxx)

Cites Work

• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• A First Course in Optimization Theory
• Title not available (Why is that?)
• Constrained estimation and the theorem of Kuhn-Tucker
• Anomalies in the Foundations of Ridge Regression
• An Operator Theoretic Formulation of a Class of Control Problems and a Steepest Descent Method of Solution
• A Critique of Some Ridge Regression Methods
• On a Theorem Used in Nonlinear Least Squares
• On the practice of rescaling covariates

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