Ridge Estimation and its Modifications for Linear Regression with Deterministic or Stochastic Predictors
A common problem in multiple regression analysis is having to engage in a bias variance trade-off in order to maximize the performance of a model. A number of methods have been developed to deal with this problem over the years with a variety of strengths and weaknesses. Of these approaches the ridg...
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Language: | en |
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2012
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Online Access: | http://hdl.handle.net/10393/22662 |