An eigenvalue approach for estimating the generalized cross validation function for correlated matrices (Q5215567)
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scientific article; zbMATH DE number 7166394
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| English | An eigenvalue approach for estimating the generalized cross validation function for correlated matrices |
scientific article; zbMATH DE number 7166394 |
Statements
12 February 2020
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penalized least squares
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tuning parameter
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extrapolation
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generalized cross-validation
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0.7634081244468689
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0.745697021484375
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0.7272487282752991
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0.72359299659729
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0.7226043939590454
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