A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
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Publication:2317348
DOI10.1016/j.jspi.2019.04.010zbMath1421.62093MaRDI QIDQ2317348
Hirokazu Yanagihara, Yasunori Fujikoshi, Mineaki Ohishi
Publication date: 9 August 2019
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2019.04.010
linear regression model; ridge parameter; model selection criterion; generalized ridge regression; optimization of ridge parameters