Ridge regression in the context of a system of seemingly unrelated regression equations (Q4347032)
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scientific article; zbMATH DE number 1044282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ridge regression in the context of a system of seemingly unrelated regression equations |
scientific article; zbMATH DE number 1044282 |
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Ridge regression in the context of a system of seemingly unrelated regression equations (English)
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5 August 1997
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seemingly unrelated regression equations
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multicollinearity
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ridge regression estimators
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Monte Carlo study
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operational generalized least squares estimator
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