A note on the computation of the correct estimated covariance matrix for a ridge regression shortcut
Simon Power and William Bishopp
| Year of publication: |
1987
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|---|---|
| Authors: | Power, Simon |
| Other Persons: | Bishopp, William (contributor) |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 49.1987, 3, p. 343-345
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| Subject: | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001035190