Shrinkage parameter selection via modified cross-validation approach for ridge regression model
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Publication:5086327
DOI10.1080/03610918.2018.1508704OpenAlexW2899880473MaRDI QIDQ5086327FDOQ5086327
Authors: Zakariya Yahya Algamal
Publication date: 5 July 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2018.1508704
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Cited In (4)
- A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity
- Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation
- Poisson average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Poisson regression
- Bayesian estimation of the biasing parameter for ridge regression: A novel approach
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