A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
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Publication:6050775
DOI10.1080/00949655.2023.2174984MaRDI QIDQ6050775
Dariush Najarzadeh, F. Hormozinejad, Robab Mehdizadeh Esfanjani, Mahnaz Talebi, Hossein Jabbari Khamnei
Publication date: 19 September 2023
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
multicollinearityrelative efficiencygeneralized cross-validationoptimal ridge parameterseemingly unrelated ridge regression model
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