Smoothing in an underdetermined linear model with random explanatory variables

DOI10.2307/3315491zbMath0929.62077OpenAlexW2080468978MaRDI QIDQ4262090

Gary Sneddon

Publication date: 31 January 2000

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/dac79452556a382fce2380571e360de82db0ac9e

zbMATH Keywords

cross-validationridge regressionsignal-to-noise ratioill-posedness problemundetermined regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Geostatistics (86A32)

Cites Work

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• Time series: theory and methods.
• Asymptotic comparison factors for smoothing parameter choices in regression problems
• A cautionary note about crossvalidatory choice
• Common Structure of Smoothing Techniques in Statistics
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• A Statistical View of Some Chemometrics Regression Tools

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