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Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression - MaRDI portal

Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression (Q5084943)

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scientific article; zbMATH DE number 7550058
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English
Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression
scientific article; zbMATH DE number 7550058

    Statements

    Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression (English)
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    29 June 2022
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    Bayesian analysis
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    elastic net
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    LASSO
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    ridge regression
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