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Choice of the ridge factor from the correlation matrix determinant
García, Claudia, Gómez, Román Salmerón, García, Catalina B.Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2018.1543423
Date:
November, 2018
File:
PDF, 2.37 MB
english, 2018