Stability of the inverse correlation matrix. Partial ridge regression
type: Item
instance of: scholarly article
title: Stability of the inverse correlation matrix. Partial ridge regression
zbMATH Open document ID: 0943.62064
DOI: 10.1016/S0378-3758(98)00195-5
author: Thierry Foucart
published in: Journal of Statistical Planning and Inference
publication date: 2000-09-10T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 1326658
zbMATH Keywords: inverse correlation matrix
zbMATH Keywords: ridge regression
zbMATH Keywords: collinearity
describes a project that uses: AS 223
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1326658