Extension of the ridge regression technique to non-linear models with additive errors |
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Authors: | Marcel G Dagenais |
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Institution: | Université de Montréal, Montréal, Que., Canada H3C 3J7 |
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Abstract: | An extension of the ridge regression technique is proposed for non-linear models, when ill-conditioned data lead to imprecise non-linear least squares estimates. A large sample Bayesian interpretation of the approach is also provided. |
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