Ridge regression and the Lasso: how do they do as finders...

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Ridge regression and the Lasso: how do they do as finders of significant regressors and their multipliers?

Gana, Rajaram
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Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2020.1779295
Date:
July, 2020
File:
PDF, 2.57 MB
2020
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