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Ridge estimated confidence intervals:a monte carlo evaluaion - MaRDI portal

Ridge estimated confidence intervals:a monte carlo evaluaion (Q3350550)

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scientific article
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English
Ridge estimated confidence intervals:a monte carlo evaluaion
scientific article

    Statements

    title
    Ridge estimated confidence intervals:a monte carlo evaluaion (English)
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    author
    Douglas G. Feig
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    Timothy A. Wittig
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    publication date
    1988
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    zbMATH Keywords
    multicollinearity
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    interval estimation
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    ridge regression estimation
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    biased estimators
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    confidence intervals
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    Vinod's estimation procedure
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    Identifiers

    Mathematics Subject Classification ID
    62J07
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    65C05
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    62F25
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    zbMATH DE Number
    4199363
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    OpenAlex ID
    W2157315670
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