A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion (Q2317348)

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A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
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    A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion (English)
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    9 August 2019
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    generalized ridge regression
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    linear regression model
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    model selection criterion
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    ridge parameter
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    optimization of ridge parameters
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