Some characterizations of the ribge trace

DOI10.1080/03610928408828672MaRDI QIDQ3223729zbMATH OpenOpenAlexFDO

Authors Diane I. Gibbons

Publication date 1984

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928408828672

zbMATH Keywords

correlation matrixridge traceToeplitz structure

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(3)

• Characterizations of the trace
• A Rational Interpretation of the Ridge Trace
• Characterization of Ridge Trace Behavior

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