Stability of the inverse correlation matrix. Partial ridge regression (Q1298948)

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scientific article; zbMATH DE number 1326658
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    Stability of the inverse correlation matrix. Partial ridge regression
    scientific article; zbMATH DE number 1326658

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      Stability of the inverse correlation matrix. Partial ridge regression (English)
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      10 September 2000
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      inverse correlation matrix
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      ridge regression
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      collinearity
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