Cross validation of ridge regression estimator in autocorrelated linear regression models (Q5222490)
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scientific article; zbMATH DE number 7184742
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| English | Cross validation of ridge regression estimator in autocorrelated linear regression models |
scientific article; zbMATH DE number 7184742 |
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Cross validation of ridge regression estimator in autocorrelated linear regression models (English)
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1 April 2020
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autocorrelation
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ridge regression
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multicollinearity
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ordinary cross validation
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generalized cross validation
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conceptual prediction
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0.8027961254119873
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0.7995745539665222
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0.7823880314826965
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0.7820613384246826
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0.7683902382850647
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