Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study

DOI10.1080/03610918.2021.1948574OpenAlexW3199440730MaRDI QIDQ6050513

Unnamed Author, M. Revan Özkale

Publication date: 18 September 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1948574

zbMATH Keywords

bootstrapridge regressionmean square errorsignal-to-noise ratioregularization parameter

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (1)

Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm

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