Improved Data-Driven Shrinkage Estimators for Regression Models Under Severe Multicollinearity

Multicollinearity is a critical issue in regression analysis, often resulting in inflated variances and unstable parameter estimates. Ridge regression is a widely adopted solution to address this challenge; however, existing ridge estimators are typically tailored to specific scenarios, limiting the...

全面介紹

書目詳細資料

Principais autores:	Ali Rashash R. Alzahrani, Asma Ahmad Alzahrani
格式:	Artigo
語言:	Inglês
出版:	MDPI AG 2026-04-01
叢編:	Mathematics
主題:	regression model multicollinearity ridge estimator Monte Carlo simulations mean squared error
在線閱讀:	https://www.mdpi.com/2227-7390/14/8/1245
標簽:	添加標簽 沒有標簽, 成為第一個標記此記錄!