Efficient approximate k‐fold and leave‐one‐out cross‐validation for ridge regression

DOI10.1002/bimj.201200088zbMath1441.62437WikidataQ85954305 ScholiaQ85954305MaRDI QIDQ4917509

Jelle J. Goeman, Rosa J. Meijer

Publication date: 30 April 2013

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.201200088

zbMATH Keywords

approximation method; survival analysis; cross-validation; ridge regression; matrix inversion lemma

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis

Related Items

Graphical group ridge, Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression, A Cross-Validation Statistical Framework for Asymmetric Data Integration, Inference for non-probability samples under high-dimensional covariate-adjusted superpopulation model

Uses Software

• R
• CRAN
• penalized

Cites Work

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