From Stein's unbiased risk estimates to the method of generalized cross- validation
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Publication:1083798
DOI10.1214/aos/1176349742zbMath0605.62047OpenAlexW2052418342MaRDI QIDQ1083798
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349742
model selectionlinear estimatorsGCVConsistencygeneralized cross-validationStein estimatesunbiased risk estimates
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Nonparametric inference (62G99)
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