Selection of model selection criteria for multivariate ridge regression
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Publication:1952458
DOI10.32917/hmj/1368217951zbMath1348.62207MaRDI QIDQ1952458
Publication date: 30 May 2013
Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.hmj/1368217951
asymptotic expansion; ridge regression; multivariate linear regression model; model selection criterion; generalized \(C_p\) criterion; selection of the model selection criterion
Uses Software
Cites Work
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