THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION (Q4792109)

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scientific article; zbMATH DE number 1865981
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    THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
    scientific article; zbMATH DE number 1865981

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      THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION (English)
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      11 February 2003
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      biased estimation
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      collinearity
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      density function
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      distribution function
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      ridge regression
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      shrinkage parameters
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      Hoerl-Kennard parameter
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