Selection of model selection criteria for multivariate ridge regression (Q1952458): Difference between revisions

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+A note on the generalized information criterion for choice of a model
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+Adaptive multivariate ridge regression
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+The Estimation of Prediction Error
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+Modified AIC and Cp in multivariate linear regression
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+Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
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+On multivariate ridge regression
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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
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+Mean Squared Error Properties of Generalized Ridge Estimators
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+Some Comments on C P
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+More Comments on C P
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+Adaptive Model Selection
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+Q3716064
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+The multivariate C<sub>p</sub>
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+Q3150922
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+Applied Multivariate Analysis
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+An unbiased \(C_p\) criterion for multivariate ridge regression
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+On Measuring and Correcting the Effects of Data Mining and Model Selection
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