Title :
The minimum mean square error linear estimator and ridge regression
Author :
Wang, Zhi-fu ; Yu, Xian-wei
Author_Institution :
Dept. of Math., Jinzhou Teacher´´s Coll., Liaoning, China
Abstract :
We explore the similarity between the minimum mean square error estimator and Hoerl and Kennard´s (1970) ridge regression.
Keywords :
estimation theory; least mean squares methods; matrix algebra; parameter estimation; statistical analysis; correlation matrix; minimum mean square error linear estimator; parameter estimation; ridge regression; variance matrix; Cybernetics; Educational institutions; Electronic mail; Machine learning; Mathematical model; Mathematics; Mean square error methods; Stability; Symmetric matrices; Vectors;
Conference_Titel :
Machine Learning and Cybernetics, 2002. Proceedings. 2002 International Conference on
Print_ISBN :
0-7803-7508-4
DOI :
10.1109/ICMLC.2002.1176738
