Two-parameter ridge regression and its convergence to the eventual pairwise model

Mathematical and Computer Modelling

Volumn 44, Issue 3-4, 2006, Pages 304-318

  Lipovetsky, Stan ^a  

^a GfK Custom Research North America   (United States)

Author keywords

Multicollinearity; Paired models; Ridge regression; Robust regression

Indexed keywords

ASYMPTOTIC STABILITY; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBLEM SOLVING; REGRESSION ANALYSIS; STATISTICAL METHODS;

MULTICOLLINEARITY; PAIRED MODELS; RIDGE REGRESSION; ROBUST REGRESSION;

CONVERGENCE OF NUMERICAL METHODS;

EID: 33744938910     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mcm.2006.01.017     Document Type: Article

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