A Note on a Commonly Used Ridge Regression Monte Carlo Design

Author: Holgersson H. E.T.  

Publisher: Taylor & Francis Ltd

E-ISSN: 1532-415X|44|10|2176-2179

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.44, Iss.10, 2015-05, pp. : 2176-2179

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Abstract