Model selection in kernel ridge regression

DOI10.1016/j.csda.2013.06.006zbMath1471.62060OpenAlexW2078718287MaRDI QIDQ1615122

Peter Exterkate

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/44876252/rp12_10.pdf

zbMATH Keywords

shrinkage estimationhigh dimensionalitykernel methodsnonlinear forecasting

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites Work

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