Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
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Publication:1094036
DOI10.1214/aos/1176350052zbMath0629.62043OpenAlexW2033914841MaRDI QIDQ1094036
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350052
ridge regressionnonparametric regressionasymptotic optimalitycoefficient of variationgeneralized cross-validationStein's unbiased risk estimatespline smoothingeigenvalues of the information matrixMallow's CL
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