Geodesic
Ridge Estimator Revisited
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 51 (2012) no. 2, pp. 73-86 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Bad conditioned matrix of normal equations in connection with small values of model parameters is a source of problems in parameter estimation. One solution gives the ridge estimator. Some modification of it is the aim of the paper. The behaviour of it in models with constraints is investigated as well.
Bad conditioned matrix of normal equations in connection with small values of model parameters is a source of problems in parameter estimation. One solution gives the ridge estimator. Some modification of it is the aim of the paper. The behaviour of it in models with constraints is investigated as well.
Classification : 62J05, 62J07
Keywords: linear model; ridge estimator; constraints 
@article{AUPO_2012_51_2_a6,
     author = {Kub\'a\v{c}ek, Lubom{\'\i}r},
     title = {Ridge {Estimator} {Revisited}},
     journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
     pages = {73--86},
     year = {2012},
     volume = {51},
     number = {2},
     mrnumber = {3058875},
     zbl = {06204932},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/AUPO_2012_51_2_a6/}
}
TY  - JOUR
AU  - Kubáček, Lubomír
TI  - Ridge Estimator Revisited
JO  - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY  - 2012
SP  - 73
EP  - 86
VL  - 51
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/AUPO_2012_51_2_a6/
LA  - en
ID  - AUPO_2012_51_2_a6
ER  - 
%0 Journal Article
%A Kubáček, Lubomír
%T Ridge Estimator Revisited
%J Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
%D 2012
%P 73-86
%V 51
%N 2
%U http://geodesic.mathdoc.fr/item/AUPO_2012_51_2_a6/
%G en
%F AUPO_2012_51_2_a6
Kubáček, Lubomír. Ridge Estimator Revisited. Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 51 (2012) no. 2, pp. 73-86. http://geodesic.mathdoc.fr/item/AUPO_2012_51_2_a6/