Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?
In: Journal of Statistical Computation and Simulation, Jg. 91 (2021-02-08), S. 2074-2093
Online
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Zugriff:
Multicollinearity is a common problem in multiple regression that occurs whenever two or more explanatory variables are highly correlated. When multicollinearity exists, the method of Ordinary Leas...
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Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?
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Autor/in / Beteiligte Person: | Mermi, Selman ; Akkuş, Özge ; Göktaş, Atila |
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Zeitschrift: | Journal of Statistical Computation and Simulation, Jg. 91 (2021-02-08), S. 2074-2093 |
Veröffentlichung: | Informa UK Limited, 2021 |
Medientyp: | unknown |
ISSN: | 1563-5163 (print) ; 0094-9655 (print) |
DOI: | 10.1080/00949655.2021.1883611 |
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