Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime (Q6064347)

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scientific article; zbMATH DE number 7776786
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Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
scientific article; zbMATH DE number 7776786

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    Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime (English)
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    12 December 2023
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    generalised ridge regression
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    low-dimensional and high-dimensional data
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    multicollinearity
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    penalty estimation
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    shrinkage estimation
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