An example of ridge regression difficulties (Q3918931)

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English
An example of ridge regression difficulties
scientific article

    Statements

    title
    An example of ridge regression difficulties (English)
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    publication date
    1980
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    zbMATH Keywords
    ridge regression
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    multicollinearity
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    principal components
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    Bayesian approach
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    Identifiers

    DOI
    10.2307/3315233
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    Mathematics Subject Classification ID
    62J07
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    62P20
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    62J05
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    62H12
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    zbMATH DE Number
    3731170
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    OpenAlex ID
    W2090166800
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