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Inequality constrained ridge regression estimator - MaRDI portal

Inequality constrained ridge regression estimator (Q2435767)

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Inequality constrained ridge regression estimator
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    Inequality constrained ridge regression estimator (English)
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    19 February 2014
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    multicollinearity
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    ridge regression
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    inequality constrained least squares estimator
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    inequality constrained ridge regression estimator
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    Lemke algorithm
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