Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression
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Publication:2230004
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- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
- A note on the generalized information criterion for choice of a model
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- Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression
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- Ideal spatial adaptation by wavelet shrinkage
- Modified AIC and Cp in multivariate linear regression
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- Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
- Regression and time series model selection in small samples
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Cited in
(5)- Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
- Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
- Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix \(K^*\)
- Selection of model selection criteria for multivariate ridge regression
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