ON THE CHOICE OF THE PARAMETER OF THE RIDGE REGRESSION

DOI10.17654/FJTSMAY2015_191_201zbMath1332.62248OpenAlexW2519630023MaRDI QIDQ2793169

Mohamed Iguernane

Publication date: 15 March 2016

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/fjtsmay2015_191_201

zbMATH Keywords

simulation studymulticollinearitylinear regression modelridge regression estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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