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Estimation of error variance via ridge regression - MaRDI portal

Estimation of error variance via ridge regression (Q5113023)

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scientific article; zbMATH DE number 7210410
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English
Estimation of error variance via ridge regression
scientific article; zbMATH DE number 7210410

    Statements

    title
    Estimation of error variance via ridge regression (English)
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    author
    Xu Liu
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    Shurong Zheng
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    Xingdong Feng
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    published in
    Biometrika
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    publication date
    9 June 2020
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    zbMATH Keywords
    high dimension
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    random matrix theory
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    ridge regression
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    variance estimation
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    Identifiers

    Mathematics Subject Classification ID
    62J07
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    62J10
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    60B20
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    zbMATH DE Number
    7210410
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    OpenAlex ID
    W3004407068
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    DOI
    10.1093/BIOMET/ASZ074
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