Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression

DOI10.1016/j.laa.2011.08.032zbMath1232.62103MaRDI QIDQ665947

Xu-Qing Liu, Hong-Yan Jiang

Publication date: 7 March 2012

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2011.08.032

zbMATH Keywords

Hadamard product; derivative of vectors; linearized ridge estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

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Cites Work

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