Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study
From MaRDI portal
Publication:6050513
DOI10.1080/03610918.2021.1948574MaRDI QIDQ6050513
Unnamed Author, M. Revan Özkale
Publication date: 18 September 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.1948574
62J07: Ridge regression; shrinkage estimators (Lasso)
62F40: Bootstrap, jackknife and other resampling methods
11K45: Pseudo-random numbers; Monte Carlo methods
Related Items