Estimation of error variance via ridge regression (Q5113023)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of error variance via ridge regression |
scientific article; zbMATH DE number 7210410
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of error variance via ridge regression |
scientific article; zbMATH DE number 7210410 |
Statements
Estimation of error variance via ridge regression (English)
0 references
9 June 2020
0 references
high dimension
0 references
random matrix theory
0 references
ridge regression
0 references
variance estimation
0 references
