Vector parameter for ridge regression

DOI10.3969/J.ISSN.1001-4268.2018.05.006MaRDI QIDQ5383699zbMATH OpenFDO

Authors Shangwei Zhu, Jinghua Li

Publication date 21 June 2019

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2018.05.006

zbMATH Keywords

ridge regressionmean square errorresidual errorexpectation constraints

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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