MATHEMATICAL PROGRAMMING MODEL FOR SELECTING GENERALIZED RIDGE REGRESSION PARAMETER

DOI10.17654/AS048060391zbMath1359.65019MaRDI QIDQ2967682

Ramadan M. Hamed, Aya Farag, Ragaa M. Kassem

Publication date: 1 March 2017

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9997.htm

zbMATH Keywords

numerical examplemean square errorleast squares methodmathematical programming modelgeneralized ridge regressiongeneralized cross validation function

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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