Cross validation of ridge regression estimator in autocorrelated linear regression models (Q5222490): Difference between revisions

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Latest revision as of 06:03, 22 July 2024

scientific article; zbMATH DE number 7184742
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English
Cross validation of ridge regression estimator in autocorrelated linear regression models
scientific article; zbMATH DE number 7184742

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    Cross validation of ridge regression estimator in autocorrelated linear regression models (English)
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    1 April 2020
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    autocorrelation
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    ridge regression
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    multicollinearity
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    ordinary cross validation
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    generalized cross validation
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    conceptual prediction
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