A revised Cholesky decomposition to combat multicollinearity in multiple regression models (Q5106929)
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scientific article; zbMATH DE number 7192064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A revised Cholesky decomposition to combat multicollinearity in multiple regression models |
scientific article; zbMATH DE number 7192064 |
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A revised Cholesky decomposition to combat multicollinearity in multiple regression models (English)
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22 April 2020
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linear regression
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multicollinearity
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ordinary least-squares estimator
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ridge estimator
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Cholesky decomposition
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