Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization (Q1184217)
From MaRDI portal
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)
0 references
28 June 1992
0 references
Mallow's \(C(sub L)\)
0 references
ridge regression
0 references
smoothing splines
0 references
Monte Carlo techniques
0 references
asymptotic optimality
0 references
linear model
0 references
regularization
0 references
generalized cross-validation
0 references
fast randomized versions of GCV
0 references
