Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization (Q1184217): Difference between revisions
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Revision as of 23:37, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization |
scientific article |
Statements
Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization (English)
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28 June 1992
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Mallow's \(C(sub L)\)
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ridge regression
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smoothing splines
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Monte Carlo techniques
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asymptotic optimality
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linear model
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regularization
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generalized cross-validation
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fast randomized versions of GCV
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