THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION (Q4792109): Difference between revisions

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Latest revision as of 12:24, 5 June 2024

scientific article; zbMATH DE number 1865981
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English
THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
scientific article; zbMATH DE number 1865981

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    THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION (English)
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    11 February 2003
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    biased estimation
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    collinearity
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    density function
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    distribution function
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    ridge regression
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    shrinkage parameters
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    Hoerl-Kennard parameter
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