نتایج جستجو برای: ridge regression
تعداد نتایج: 331006 فیلتر نتایج به سال:
Journal:
:IEEE Signal Processing Letters
2017
Journal:
:E-Jurnal Matematika
2014
Journal:
:Journal of Computational and Applied Mathematics
2005
Journal:
:International Statistical Review
2008
Journal:
:Journal of Advances in Mathematics and Computer Science
2020
Journal:
:Journal of the American Statistical Association
2023
This article establishes a comprehensive theory of the optimality, robustness, and cross-validation selection consistency for ridge regression under factor-augmented models with possibly dense idiosyncratic information. Using spectral analysis random matrices, we show that is asymptotically efficient in capturing both factor information by minimizing limiting predictive loss among entire class ...
Journal:
:Journal of Applied Statistics
2012
Journal:
:Environment and Planning A: Economy and Space
1981
Journal:
:Journal of Modern Applied Statistical Methods
2010
Journal:
:Journal of Modern Applied Statistical Methods
2016
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