Regularized linear regression via covariance fitting

DOI10.1109/TSP.2023.3263363MaRDI QIDQ6603477zbMATH OpenFDO

Authors Per Mattsson, Dave Zachariah, Petre Stoica

Publication date 12 September 2024

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2023.3263363

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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