Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression

DOI10.32917/H2020104zbMATH Open1473.62252OpenAlexW3179475795MaRDI QIDQ2230004FDOQ2230004

Authors: Mineaki Ohishi 

Publication date: 17 September 2021

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.32917/h2020104

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zbMATH Keywords

sparsitymultivariate analysismodel selection criteriongeneralized ridge regressionadaptive group Lasso regressionridge parameters optimization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited In (3)

• Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix \(K^*\)
• Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
• Selection of model selection criteria for multivariate ridge regression

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