Selection of model selection criteria for multivariate ridge regression
type: Item
instance of: scholarly article
title: Selection of model selection criteria for multivariate ridge regression
zbMATH Open document ID: 1348.62207
author: Isamu Nagai
published in: Hiroshima Mathematical Journal
publication date: 2013-05-30T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.hmj/1368217951
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 6168786
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: generalized \(C_p\) criterion
zbMATH Keywords: model selection criterion
zbMATH Keywords: multivariate linear regression model
zbMATH Keywords: ridge regression
zbMATH Keywords: selection of the model selection criterion
describes a project that uses: fminsearch
MaRDI profile type: Publication
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OpenAlex ID: W1529002450
DOI: 10.32917/HMJ/1368217951
description: scientific article; zbMATH DE number 6168786