Weighted mean square error ridge regression
Subtitle: some analytical results
By: David M. Prescott.
Series: Discussion paper - Institute for Economic Research, Queen's University ; no. 190; Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) ;; no. 190.
Publisher: Institute for Economic Research, Queen's University
Published: 1975
Place of publication: Kingston, Ont
Language: eng
Number of pages: 20
Subjects: Ridge regression (Statistics); Estimation theory.; Error analysis (Mathematics); Least squares.
Notes: Bibliography: leaf 20.