Choice of the ridge factor from the correlation matrix determinant (Q5107320)
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scientific article; zbMATH DE number 7193721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Choice of the ridge factor from the correlation matrix determinant |
scientific article; zbMATH DE number 7193721 |
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Choice of the ridge factor from the correlation matrix determinant (English)
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27 April 2020
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multicollinearity
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ridge regression
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variance inflation factor
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mean square error
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