Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression
type: Item
instance of: scholarly article
title: Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression
zbMATH Open document ID: 1401.62117
author: Hirokazu Yanagihara
published in: Hiroshima Mathematical Journal
publication date: 2018-10-25T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.hmj/1533088835
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62F07
zbMATH DE Number: 6965542
zbMATH Keywords: explicit optimal solution
zbMATH Keywords: generalized ridge regression
zbMATH Keywords: generalized crossvalidation criterion
zbMATH Keywords: linear regression model
zbMATH Keywords: high-dimensional explanatory variables
zbMATH Keywords: multiple ridge parameters
zbMATH Keywords: principal component regression
zbMATH Keywords: selection of ridge parameters
MaRDI profile type: Publication
OpenAlex ID: W2181352585
Wikidata QID: Q128864804
DOI: 10.32917/HMJ/1533088835
description: scientific article; zbMATH DE number 6965542