Stability of the inverse correlation matrix. Partial ridge regression
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Publication:1298948
DOI10.1016/S0378-3758(98)00195-5zbMath0943.62064MaRDI QIDQ1298948
Publication date: 10 September 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
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- The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
- A procedure for determination of a good ridge parameter in linear regression
- Selecting the optimum k in ridge regression
- The Cholesky Factorization of the Inverse Correlation or Covariance Matrix in Multiple Regression
- Latent Root Regression Analysis
- Stabilité de la matrice inverse d'une matrice symétrique définie positive
- Algorithm AS 223: Optimum Ridge Parameter Selection
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems