Estimation of error variance via ridge regression (Q5113023)
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scientific article; zbMATH DE number 7210410
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| English | Estimation of error variance via ridge regression |
scientific article; zbMATH DE number 7210410 |
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Estimation of error variance via ridge regression (English)
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9 June 2020
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high dimension
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random matrix theory
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ridge regression
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variance estimation
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0.8013964891433716
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0.8004316091537476
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0.7860604524612427
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0.7758715748786926
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0.7705750465393066
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