A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models (Q6050775)
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scientific article; zbMATH DE number 7739783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models |
scientific article; zbMATH DE number 7739783 |
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A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models (English)
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19 September 2023
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seemingly unrelated ridge regression model
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multicollinearity
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optimal ridge parameter
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generalized cross-validation
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relative efficiency
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