A comparison of ordinary least squares, Kalman filtering and ordinary ridge regression
By: Johan Knif.
Series: Meddelanden från Svenska handelshögskolan,; 124, 1984 =; Swedish School of Economics and Business Administration working papers ;; 124, 1984; Meddelanden fran Svenska handelshögskolan ;; 124.
Publisher: Swedish School of Economics and Business Administration
Published: 1984
Place of publication: Helsingfors
Language: eng
Number of pages: 16
Subjects: Ridge regression (Statistics); Kalman filtering.; Least squares.; Multicollinearity.
Notes: Bibliography: leaves 15-16.