The distribution of stochastic shrinkage parameters in Ridge Regression

Communications in Statistics - Theory and Methods

Volumn 31, Issue 9, 2002, Pages 1531-1547

  Rubio, Hernán ^a   Firinguetti, Luis ^a  

^a CENTRAL BANK OF CHILE   (Chile)

Author keywords

Biased estimation; Collinearity; Density function; Distribution function; Ridge regression; Shrinkage parameters

Indexed keywords

EID: 31244432620     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120013010     Document Type: Article

References (19)

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