THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION (Q4792109)
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scientific article; zbMATH DE number 1865981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION |
scientific article; zbMATH DE number 1865981 |
Statements
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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