Pages that link to "Item:Q1742745"
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The following pages link to Generalized ridge estimator and model selection criteria in multivariate linear regression (Q1742745):
Displaying 15 items.
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- A note on model selection for small sample regression (Q682390) (← links)
- Tuning-free ridge estimators for high-dimensional generalized linear models (Q830109) (← links)
- An unbiased \(C_p\) criterion for multivariate ridge regression (Q962216) (← links)
- Generalized multivariate ridge regression estimate and criteria Q(c) for choosing matrix \(K^*\) (Q1261506) (← links)
- Selection of model selection criteria for multivariate ridge regression (Q1952458) (← links)
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models (Q2048127) (← links)
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression (Q2230004) (← links)
- (Q3054393) (← links)
- Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity (Q5036574) (← links)
- A test of harmful multicollinearity: A generalized ridge regression approach (Q5079270) (← links)
- Marginal ridge conceptual predictive model selection criterion in linear mixed models (Q5084006) (← links)
- General ridge predictors in a mixed linear model (Q5299483) (← links)
- Applications of resampling methods in multivariate Liu estimator (Q6567420) (← links)
- Dropout drops double descent (Q6670075) (← links)