Selection of model selection criteria for multivariate ridge regression (Q1952458)

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Selection of model selection criteria for multivariate ridge regression
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    Selection of model selection criteria for multivariate ridge regression (English)
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    30 May 2013
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    asymptotic expansion
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    generalized \(C_p\) criterion
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    model selection criterion
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    multivariate linear regression model
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    ridge regression
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    selection of the model selection criterion
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