Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression
نویسندگان
چکیده
منابع مشابه
Explicit Solution to the Minimization Problem of Generalized Cross-Validation Criterion for Selecting Ridge Parameters in Generalized Ridge Regression
This paper considers optimization of the ridge parameters in generalized ridge regression (GRR) by minimizing a model selection criterion. GRR has a major advantage over ridge regression (RR) in that a solution to the minimization problem for one model selection criterion, i.e., Mallows’ Cp criterion, can be obtained explicitly with GRR, but such a solution for any model selection criteria, e.g...
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ژورنال
عنوان ژورنال: Hiroshima Mathematical Journal
سال: 2018
ISSN: 0018-2079
DOI: 10.32917/hmj/1533088835