Preconditioning for classical relationships: a note relating ridge regression and OLS \(p\)-values to preconditioned \textit{sparse} penalized regression (Q6538497)
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scientific article; zbMATH DE number 7847940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preconditioning for classical relationships: a note relating ridge regression and OLS \(p\)-values to preconditioned \textit{sparse} penalized regression |
scientific article; zbMATH DE number 7847940 |
Statements
Preconditioning for classical relationships: a note relating ridge regression and OLS \(p\)-values to preconditioned \textit{sparse} penalized regression (English)
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14 May 2024
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backward elimination
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Lasso
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model selection
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preconditioning
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ridge regression
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