Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
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Publication:1940034
zbMath1257.62081MaRDI QIDQ1940034
Kenichi Satoh, Isamu Nagai, Hirokazu Yanagihara
Publication date: 5 March 2013
Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.hmj/1355238371
model selection; plug-in method; multivariate linear regression model; Mallows' \(C_p\) statistic; non-iterative estimation
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