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PRACTITIONERS' CORNER * : A Note on the Computation of the Correct Estimated Covariance Matrix for a Ridge Regression Shortcut
Author(s) -
Power Simon,
Bishopp William
Publication year - 1987
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1987.mp49003007.x
Subject(s) - publication , ridge , covariance matrix , citation , computation , computer science , mathematical economics , econometrics , library science , mathematics , statistics , algorithm , political science , law , geography , cartography