Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime (Q6064347)
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scientific article; zbMATH DE number 7776786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime |
scientific article; zbMATH DE number 7776786 |
Statements
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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