A semi-automatic method to guide the choice of ridge parameter in ridge regression

Annals of Applied Statistics

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Bibliographic Details
Main Authors: CULE, ERIKA, IORIO, MARIA DE
Other Authors: YALE-NUS COLLEGE
Format: Article
Published: 2019
Subjects:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/155345
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Institution: National University of Singapore
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Summary:Annals of Applied Statistics