Sensitivity of ridge-type estimation methods to observation accuracy and sampling rate

DOI10.1016/0096-3003(93)90149-9MaRDI QIDQ687025zbMATH OpenOpenAlexFDO

Authors David A. Cicci

Publication date 17 October 1993

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(93)90149-9

zbMATH Keywords

ill-conditioned estimation problemsminimum variance methodsobservation accuracysampling ratesensitivity of ridge-type estimation methodssimulation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Sensitivity of ridge-type estimation methods to condition number
• Implementation of ridge-type estimation methods using orthogonal transformations
• Comparison of biasing parameter computational techniques in ridge-type estimation
• Ridge Regression – A Simulation Study
• Variations on ridge traces in regression

Cites work

• A method for the solution of certain non-linear problems in least squares
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• scientific article; zbMATH DE number 3307071 (Why is no real title available?)
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Cited in

(3)

• Comparison of biasing parameter computational techniques in ridge-type estimation
• Sensitivity of ridge-type estimation methods to condition number
• Implementation of ridge-type estimation methods using orthogonal transformations

This page was built for publication: Sensitivity of ridge-type estimation methods to observation accuracy and sampling rate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q687025)