Estimates for the generalized cross-validation function via an extrapolation and statistical approach

DOI10.1007/s10092-018-0266-3zbMath1448.65029OpenAlexW2809525265MaRDI QIDQ1616086

Marilena Mitrouli, Paraskevi Roupa

Publication date: 31 October 2018

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10092-018-0266-3

zbMATH Keywords

parameter estimationextrapolation proceduregeneralized cross-validationsquare inverse formtrace estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Ill-posedness and regularization problems in numerical linear algebra (65F22) Diagnostics, and linear inference and regression (62J20)

Related Items (4)

Numerical methods for estimating the tuning parameter in penalized least squares problems ⋮ Approximation of the Tikhonov regularization parameter through Aitken's extrapolation ⋮ The e-MoM approach for approximating matrix functionals ⋮ Efficient estimates in regression models with highly correlated covariates

Uses Software

• Regularization tools
• mftoolbox
• ErresTools
• lbdtik

Cites Work

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