Ridge estimation in linear models with heteroskedastic errors
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Publication:356502
DOI10.1007/s13571-012-0046-zzbMath1281.62156OpenAlexW1985415537MaRDI QIDQ356502
Publication date: 25 July 2013
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-012-0046-z
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)
Related Items (2)
Recent results in ridge regression methods ⋮ VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity
Cites Work
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