Selecting the optimum k in ridge regression (Q3698103)
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scientific article; zbMATH DE number 3923902
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Selecting the optimum k in ridge regression |
scientific article; zbMATH DE number 3923902 |
Statements
Selecting the optimum k in ridge regression (English)
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1985
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optimal ridge parameter
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prediction error
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Newton-Raphson method
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ridge regression
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mean squared error
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least squares estimator
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0.8495663404464722
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0.8150408267974854
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0.7964569926261902
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0.7941518425941467
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