Choice of the ridge factor from the correlation matrix determinant

  1. García, C.
  2. Gómez, R.S.
  3. García, C.B.
Aldizkaria:
Journal of Statistical Computation and Simulation

ISSN: 1563-5163 0094-9655

Argitalpen urtea: 2019

Alea: 89

Zenbakia: 2

Orrialdeak: 211-231

Mota: Artikulua

DOI: 10.1080/00949655.2018.1543423 GOOGLE SCHOLAR