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zbMath0422.62068MaRDI QIDQ3856002

Gary C. McDonald

Publication date: 1980

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

zbMATH Keywords

multicollinearity intraclass correlation ridge estimator ridge trace

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Measures of association (correlation, canonical correlation, etc.) (62H20) Eigenvalues, singular values, and eigenvectors (15A18) Real rational functions (26C15)

Related Items (2)

Characterization of Ridge Trace Behavior ⋮ Some theoretical results for generalized ridge regression estimators

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