Comparison of ridge and other shrinkage estimation techniques
Includes bibliographical references. === Shrinkage estimation is an increasingly popular class of biased parameter estimation techniques, vital when the columns of the matrix of independent variables X exhibit dependencies or near dependencies. These dependencies often lead to serious problems in le...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/4364 |