The problem of near-multicollinearity revisited: erratic vs systematic volatility. (Q1867728): Difference between revisions

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Latest revision as of 14:44, 5 June 2024

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The problem of near-multicollinearity revisited: erratic vs systematic volatility.
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    The problem of near-multicollinearity revisited: erratic vs systematic volatility. (English)
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    2 April 2003
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    near-multicollinearity
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    ill-conditioning
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    condition number
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    norm bounds
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    erratic volatility
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    systematic volatility
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    statistical parameterization
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