A class of generalized ridge estimator for high-dimensional linear regression
碩士 === 國立中央大學 === 統計研究所 === 102 === In multiple linear regression, the least square estimator is inappropriate for high-dimensional regressors, especially for p≥n. Consider the linear regression model. The generalized ridge estimator has been considered by many authors under the usual p<n setting...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7aw844 |