Transformation of variables and the condition number in ridge estimation
type: Item
instance of: scholarly article
title: Transformation of variables and the condition number in ridge estimation
zbMATH Open document ID: 1417.62202
author: D. Kharzeev
published in: Computational Statistics
publication date: 2018-07-27T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6911323
zbMATH Keywords: collinearity
zbMATH Keywords: ridge regression
zbMATH Keywords: condition number
zbMATH Keywords: econometric models
MaRDI profile type: Publication
full work available at URL: s00180-017-0769-4
OpenAlex ID: W2762605550
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DOI: 10.1007/S00180-017-0769-4
description: scientific article; zbMATH DE number 6911323