Estimation of error variance via ridge regression

DOI10.1093/BIOMET/ASZ074zbMath1441.62187OpenAlexW3004407068MaRDI QIDQ5113023

Xingdong Feng, Xu Liu, Shurong Zheng

Publication date: 9 June 2020

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asz074

zbMATH Keywords

ridge regressionrandom matrix theoryvariance estimationhigh dimension

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Random matrices (probabilistic aspects) (60B20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

Variance estimation in high-dimensional linear regression via adaptive elastic-net ⋮ Densely connected sub-Gaussian linear structural equation model learning via \(\ell_1\)- and \(\ell_2\)-regularized regressions ⋮ Some aspects of response variable selection and estimation in multivariate linear regression

This page was built for publication: Estimation of error variance via ridge regression