Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression (Q1990478)
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scientific article; zbMATH DE number 6965542
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| English | Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression |
scientific article; zbMATH DE number 6965542 |
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Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression (English)
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25 October 2018
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explicit optimal solution
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generalized ridge regression
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generalized crossvalidation criterion
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linear regression model
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high-dimensional explanatory variables
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multiple ridge parameters
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principal component regression
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selection of ridge parameters
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0.8464793562889099
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0.7901390790939331
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0.7879669070243835
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0.786746084690094
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0.7677772641181946
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