A sequential algorithm which closely approximates ridge regression is introduced, and it is pointed out that the desired sequential ridge estimator can be obtained by properly choosing the free parameters of a startup technique for ordinary sequential least squares estimation. The derivation of this result is trivial; however, since no matrix inversions are needed for its implementation, this algorithm is of practical importance.<>


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    Titel :

    Sequential ridge regression


    Beteiligte:
    Hertz, D. (Autor:in)


    Erscheinungsdatum :

    01.05.1991


    Format / Umfang :

    243618 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



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