Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods (Q1940034)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods |
scientific article |
Statements
Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods (English)
0 references
5 March 2013
0 references
Mallows' \(C_p\) statistic
0 references
model selection
0 references
multivariate linear regression model
0 references
non-iterative estimation
0 references
plug-in method
0 references