A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
Autor: | Ohishi, Mineaki, Yanagihara, Hirokazu, Fujikoshi, Yasunori |
---|---|
Zdroj: | In Journal of Statistical Planning and Inference January 2020 204:187-205 |
Databáze: | ScienceDirect |
Externí odkaz: |