Selection of model selection criteria for multivariate ridge regression (Q1952458)
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scientific article; zbMATH DE number 6168786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selection of model selection criteria for multivariate ridge regression |
scientific article; zbMATH DE number 6168786 |
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Selection of model selection criteria for multivariate ridge regression (English)
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30 May 2013
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asymptotic expansion
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generalized \(C_p\) criterion
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model selection criterion
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multivariate linear regression model
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ridge regression
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selection of the model selection criterion
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