An unbiased \(C_p\) criterion for multivariate ridge regression (Q962216)

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An unbiased \(C_p\) criterion for multivariate ridge regression
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    An unbiased \(C_p\) criterion for multivariate ridge regression (English)
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    6 April 2010
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    bias correction
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    Mallows' \(C_p\) statistic
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    model selection
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    multivariate linear regression model
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    ridge regression
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