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The General Linear Test in the Ridge Regression - MaRDI portal

The General Linear Test in the Ridge Regression

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Publication:5171927

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DOI10.5351/CSAM.2014.21.4.297zbMath1305.62247MaRDI QIDQ5171927

Minji Kim, Choongrak Kim, Whasoo Bae

Publication date: 12 February 2015

Published in: Communications for Statistical Applications and Methods (Search for Journal in Brave)

zbMATH Keywords

test statistic shrinkage parameter reference distribution linear test

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Hypothesis testing in multivariate analysis (62H15)

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