Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study
| Autor: | M. Revan Özkale, Hüsniye Altuner |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
Statistics and Probability
Statistics::Theory Mean squared error Absolute value Ridge (differential geometry) Regularization (mathematics) Statistics::Computation Signal-to-noise ratio Modeling and Simulation Linear regression Statistics Statistics::Methodology Selection (genetic algorithm) Mathematics Sign (mathematics) |
| Zdroj: | Communications in Statistics - Simulation and Computation. :1-19 |
| ISSN: | 1532-4141 0361-0918 |
| DOI: | 10.1080/03610918.2021.1948574 |
| Popis: | In multiple linear regressions, it is known that least-squares estimates of the parameters are likely to be too large in absolute value and possibly of wrong sign, if explanatory variables are corr... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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