Further research on the modified ridge principal component estimator in linear model (Q6089146)

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scientific article; zbMATH DE number 7767161
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Further research on the modified ridge principal component estimator in linear model
scientific article; zbMATH DE number 7767161

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    Further research on the modified ridge principal component estimator in linear model (English)
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    17 November 2023
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    linear regression
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    Mahalanobis loss function
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    multicollinearity
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    principal component
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    ridge regression
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