An unbiased \(C_p\) criterion for multivariate ridge regression (Q962216)
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scientific article; zbMATH DE number 5689521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An unbiased \(C_p\) criterion for multivariate ridge regression |
scientific article; zbMATH DE number 5689521 |
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An unbiased \(C_p\) criterion for multivariate ridge regression (English)
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6 April 2010
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bias correction
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Mallows' \(C_p\) statistic
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model selection
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multivariate linear regression model
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ridge regression
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