Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression (Q1990478)
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scientific article; zbMATH DE number 6965542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression |
scientific article; zbMATH DE number 6965542 |
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Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression (English)
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25 October 2018
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explicit optimal solution
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generalized ridge regression
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generalized crossvalidation criterion
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linear regression model
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high-dimensional explanatory variables
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multiple ridge parameters
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principal component regression
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selection of ridge parameters
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