Mathematical programming model for selecting generalized ridge regression parameter (Q2967682)

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scientific article; zbMATH DE number 6690630
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    Mathematical programming model for selecting generalized ridge regression parameter
    scientific article; zbMATH DE number 6690630

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      MATHEMATICAL PROGRAMMING MODEL FOR SELECTING GENERALIZED RIDGE REGRESSION PARAMETER (English)
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      1 March 2017
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      generalized ridge regression
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      mean square error
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      generalized cross validation function
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      mathematical programming model
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      numerical example
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      least squares method
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