Shrunken estimators and the problem of multicollinearity (Q2862625)
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scientific article; zbMATH DE number 6228337
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Shrunken estimators and the problem of multicollinearity |
scientific article; zbMATH DE number 6228337 |
Statements
18 November 2013
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multicollinearity
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OLS
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ridge and shrunken estimators
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simulation
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Shrunken estimators and the problem of multicollinearity (English)
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0.9148770570755004
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0.8382390737533569
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