Generalized Cross-Validation for Simultaneous Optimization of Tuning Parameters in Ridge Regression
When multicollinearity exists in the context of robust regression, ridge rank regression estimator can be used as an alternative to the rank estimator. Performance of the ridge rank regression estimator is highly dependent on the ridge parameter, here the tuning parameter. On the other hand, suppose...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Springer International Publishing
2020
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/25246/ https://doi.org/10.1007/s40995-020-00851-1 |
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| Institution: | Universiti Malaya |