A Regularized Estimator For Linear Regression Model With Possibly Singular Covariance.
H. S. HoangRémy BaraillePublished in: IEEE Trans. Autom. Control. (2013)
Keyphrases
- linear regression model
- least squares
- linear regression
- regression analysis
- regression model
- regression problems
- maximum likelihood
- linear regression models
- covariance matrix
- hilbert schmidt
- error estimation
- weighted least squares
- estimation error
- data mining
- covariance matrices
- variance estimator
- estimation algorithm