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Ridge regression - few.vu.nl

Scribed lecture Van Wieringen, W.N. (2018), Lecture notes on ridge regression, arXiv:1509.09169. Problem Collinearity Two (or multiple) covariates are highly ... I.e. thresholding vs. shrinkage. Translated to the linear regression model: Moments of the ridge estimator. Moments

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  Lecture, Thresholding

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