| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129795 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
In multiple regression in high dimension, we propose a method for computation of tolerance limits based on ridge regression and provide numerical studies to show the advantage of tighter tolerance limit from ridge regression compared to existing methods.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Junyong Park,