Sequential Learning of Regression Models by Penalized Estimation

DOI10.1080/10618600.2022.2035231OpenAlexW4210526861MaRDI QIDQ5057097

Harald Binder, Wessel N. van Wieringen

Publication date: 15 December 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.02117

zbMATH Keywords

consistencyupdatinggeneralized linear modelaymptotic unbiasednessconstrained cross-validationtargeted ridge \((\ell_2)\) penalty

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• rda

Cites Work

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• Efficient quadratic regularization for expression arrays
• SOME THEOREMS IN LEAST SQUARES
• Linear mixed models for longitudinal data
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