A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity

DOI10.3934/jimo.2024072MaRDI QIDQ6593227

Fatma Yerlikaya Özkurt, Sevval Kilicoglu

Publication date: 26 August 2024

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

zbMATH Keywords

ridge regressionmulticollinearityLassoshrinkage methodselastic netTOPSISmulti criteria decision making

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Multi-objective and goal programming (90C29)

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