scientific article; zbMATH DE number 3852242

MaRDI QIDQ3321269zbMATH OpenFDO

Authors Ivan Sujan

Publication date 1984

zbMATH Keywords

biased estimatorsfractional rankgeneralized inversemean square errorsmulticollinearityprincipal componentsridge regressionsurvey paper

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20)

Recommendations

• Solving multicollinearity problem using ridge regression models
• scientific article; zbMATH DE number 3850310
• scientific article; zbMATH DE number 3990673
• Fractional principal components regression: a general approach to biased estimators
• scientific article; zbMATH DE number 857672

Cited in

(7)

• Solving multicollinearity problem using ridge regression models
• Estimation under multicollinearity: a comparative approach using Monte Carlo methods
• scientific article; zbMATH DE number 3624533 (Why is no real title available?)
• scientific article; zbMATH DE number 1051708 (Why is no real title available?)
• scientific article; zbMATH DE number 807597 (Why is no real title available?)
• scientific article; zbMATH DE number 6144534 (Why is no real title available?)
• Parameters estimation of simultaneous equation model in the presence of multicollinearity

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3321269)