Selecting the optimum k in ridge regression
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Publication:3698103
DOI10.1080/03610928508828997zbMATH Open0577.62063OpenAlexW2046464362MaRDI QIDQ3698103FDOQ3698103
Publication date: 1985
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928508828997
ridge regressionprediction errormean squared errorleast squares estimatorNewton-Raphson methodoptimal ridge parameter
Cites Work
- Ridge regression:some simulations
- Modern Error Analysis
- A simulation study of ridge and other regression estimators
- Ridge and related estimation procedures: theory and practice
- A procedure for determination of a good ridge parameter in linear regression
- Regresion analysis with multicollinear predictor variables: definition, derection, and effects
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Cited In (8)
- On exact small sample properties of the minimax generalized ridge regression estimators
- Stability of the inverse correlation matrix. Partial ridge regression
- A comparison of biased regression estimators using a pitman nearness criterion
- On exact small sample properties of ordinary ridge estimators
- A simulation study of deterministic ridge estimators
- On the almost unbiased ridge regression estimator
- Determination of unit hydrographs by multiple storm analysis
- A ridge-type estimator and good prior means
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