SURE-tuned bridge regression

DOI10.1007/s11222-023-10350-zzbMath1530.62008arXiv2212.02709OpenAlexW4388461228MaRDI QIDQ6190648

Jorge Loría, Anindya Bhadra

Publication date: 6 February 2024

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.02709

zbMATH Keywords

cross validationStein's unbiased risk estimateMonte Carlo estimationbridge regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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