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A monte carlo comparison of some ridge and other biased estimators - MaRDI portal

A monte carlo comparison of some ridge and other biased estimators (Q3880121)

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A monte carlo comparison of some ridge and other biased estimators
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    A monte carlo comparison of some ridge and other biased estimators (English)
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    1979
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    ridge estimator
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    biased estimator
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    ordinary least squares
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    multicollinearity
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    squared loss
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    MSE
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    mean square error
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