Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study

DOI10.1080/03610918.2021.1948574MaRDI QIDQ6050513zbMATH OpenOpenAlexFDO

Authors M. Revan Özkale

Publication date 18 September 2023

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2021.1948574

zbMATH Keywords

bootstrapridge regressionmean square errorsignal-to-noise ratioregularization parameter

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Ridge regression; shrinkage estimators (Lasso) (62J07) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites work

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Cited in

(3)

• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• Bagging-based ridge estimators for a linear regression model with non-normal and heteroscedastic errors
• Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study

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