Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods (Q1940034)

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Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
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    Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods (English)
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    5 March 2013
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    Mallows' \(C_p\) statistic
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    model selection
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    multivariate linear regression model
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    non-iterative estimation
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    plug-in method
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