A comparison of ordinary least squares, Kalman filtering and ordinary ridge regression

An edition of A comparison of ordinary least squares, Kalman filtering and ordinary ridge regression (1984)

A comparison of ordinary least squares, Kalman filtering and ordinary ridge regression

By Johan Knif

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Publish Date

1984

Publisher

Swedish School of Economics and Business Administration

Language

eng

Pages

Description:

subjects: Kalman filtering, Least squares, Multicollinearity, Ridge regression (Statistics)