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zbMath0536.62056MaRDI QIDQ3321269

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ridge regression survey paper generalized inverse principal components multicollinearity mean square errors fractional rank biased estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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