Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
type: Item
instance of: scholarly article
title: Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
zbMATH Open document ID: 1257.62081
author: Isamu Nagai
author: Hirokazu Yanagihara
author: Kenichi Satoh
published in: Hiroshima Mathematical Journal
publication date: 2013-03-05T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.hmj/1355238371
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6141557
zbMATH Keywords: Mallows' \(C_p\) statistic
zbMATH Keywords: model selection
zbMATH Keywords: multivariate linear regression model
zbMATH Keywords: non-iterative estimation
zbMATH Keywords: plug-in method
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6141557