A comparison of some new and old robust ridge regression estimators (Q5082693)
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scientific article; zbMATH DE number 7545664
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| English | A comparison of some new and old robust ridge regression estimators |
scientific article; zbMATH DE number 7545664 |
Statements
A comparison of some new and old robust ridge regression estimators (English)
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21 June 2022
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multicollinearity
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ridge regression
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Monte Carlo simulation
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0.92543083
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0.9103989
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0.90110904
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0.8967869
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