Condition numbers of the generalized ridge regression and its statistical estimation-Reference-Cited by-同舟云学术

Condition numbers of the generalized ridge regression and its statistical estimation

Published:2024 Issue:2 Volume:9 Page:4178-4193
ISSN:2473-6988
Container-title:AIMS Mathematics
language:
Short-container-title:MATH

Author:

Kong Jing¹,Wang Shaoxin²

Affiliation:

1. Qufu Mingde School, Qufu 273165, China

2. School of Statistics and Data Science, Qufu Normal University, Qufu 273165, China

Abstract

<abstract><p>In this paper, we considered the condition number theory of a new generalized ridge regression model. The explicit expressions of different types of condition numbers were derived to measure the ill-conditionness of the generalized ridge regression problem with respect to different circumstances. To overcome the computational difficulty of computing the exact value of the condition number, we employed the statistical condition estimation theory to design efficient condition number estimators, and the numerical examples were also given to illustrate its efficiency.</p></abstract>

Publisher

American Institute of Mathematical Sciences (AIMS)

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