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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    Title :

    Sequential ridge regression


    Contributors:
    Hertz, D. (author)


    Publication date :

    1991-05-01


    Size :

    243618 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English



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