Ridge regression in two-parameter solution

DOI10.1002/asmb.603zbMath1125.62072OpenAlexW2037245378MaRDI QIDQ3410965

Michael Conklin, Stan Lipovetsky

Publication date: 8 December 2006

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.603

zbMATH Keywords

robustnessmulticollinearitynet effectsmultiple regressionmultiobjective modelling

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Multi-objective and goal programming (90C29)

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Cites Work

• Linear Statistical Inference and its Applications
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