Stability of the inverse correlation matrix. Partial ridge regression (Q1298948)

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Stability of the inverse correlation matrix. Partial ridge regression
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    title
    Stability of the inverse correlation matrix. Partial ridge regression (English)
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    author
    Thierry Foucart
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    publication date
    10 September 2000
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    Mathematics Subject Classification ID
    62J05
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    62J07
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    65C60
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    zbMATH DE Number
    1326658
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    zbMATH Keywords
    inverse correlation matrix
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    ridge regression
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    collinearity
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