Obtaining a threshold for the Stewart index and its extension to ridge regression
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Publication:2032201
DOI10.1007/s00180-020-01047-2zbMath1505.62354OpenAlexW3108843976MaRDI QIDQ2032201
Catalina García-García, Ainara Rodríguez-Sánchez, Román Salmerón-Gómez
Publication date: 16 June 2021
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-020-01047-2
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Uses Software
Cites Work
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