Singular Ridge Regression with Homoscedastic Residuals: Generalization Error with Estimated Parameters
نویسندگان
چکیده
منابع مشابه
Singular ridge regression with homoscedastic residuals: generalization error with estimated parameters
This paper characterizes the conditional distribution properties of the finite sample ridge regression estimator and uses that result to evaluate total regression and generalization errors that incorporate the inaccuracies committed at the time of parameter estimation. The paper provides explicit formulas for those errors. Unlike other classical references in this setup, our results take place ...
متن کاملTwo-Parameters Fuzzy Ridge Regression with Crisp Input and Fuzzy Output
In this paper a new weighted fuzzy ridge regression method for a given set of crisp input and triangular fuzzy output values is proposed. In this regard, ridge estimator of fuzzy parameters is obtained for regression model and its prediction error is calculated by using the weighted fuzzy norm of crisp ridge coefficients. . To evaluate the proposed regression model, we introduce the fu...
متن کاملa simulation comparison of Ridge regression estimators with Lars
This article has no abstract.
متن کاملOn Gamma Regression Residuals
In this paper, ‎we propose new residuals for gamma regression models, ‎assuming that both mean and shape parameters follow regression structures. The models are summarized and fitted by applying both classic and Bayesian methods as proposed by Cepeda-Cuervo (2001). The residuals are proposed from properties of the biparametric exponential family of distributions. ‎Simulated an...
متن کاملRobust Lasso Regression with Student-t Residuals
The lasso, introduced by Robert Tibshirani in 1996, has become one of the most popular techniques for estimating Gaussian linear regression models. An important reason for this popularity is that the lasso can simultaneously estimate all regression parameters as well as select important variables, yielding accurate regression models that are highly interpretable. This paper derives an efficient...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2016
ISSN: 1556-5068
DOI: 10.2139/ssrn.2782670