Choice of the ridge factor from the correlation matrix determinant
- García, C.
- Gómez, R.S.
- García, C.B.
ISSN: 1563-5163, 0094-9655
Année de publication: 2019
Volumen: 89
Número: 2
Pages: 211-231
Type: Article
Revue:
Journal of Statistical Computation and Simulation