Predictive efficiency of ridge regression estimator (Q4987693)
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scientific article; zbMATH DE number 7342961
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| English | Predictive efficiency of ridge regression estimator |
scientific article; zbMATH DE number 7342961 |
Statements
Predictive efficiency of ridge regression estimator (English)
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3 May 2021
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linear regression model
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ridge regression estimator
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least squares predictor
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ridge regression predictor
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prediction within and outside sample
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prior non-sample information
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0.8021913170814514
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0.7890379428863525
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0.7812932133674622
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0.7776669859886169
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