Anomalies in the foundations of ridge regression: some clarifications

DOI10.1111/J.1751-5823.2010.00113.XMaRDI QIDQ6574883FDO

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

• scientific article; zbMATH DE number 3917483 (Why is no real title available?)
• A Critique of Some Ridge Regression Methods
• A First Course in Optimization Theory
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• An Operator Theoretic Formulation of a Class of Control Problems and a Steepest Descent Method of Solution
• Anomalies in the Foundations of Ridge Regression
• Constrained estimation and the theorem of Kuhn-Tucker
• On a Theorem Used in Nonlinear Least Squares
• On the practice of rescaling covariates

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