An even faster algorithm for ridge regression of reduced rank data

Computational Statistics and Data Analysis

Volumn 50, Issue 3, 2006, Pages 642-658

  Turlach, Berwin A ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Bidiagonal factorization; Cross validation; Matrix factorization; Ridge regression

Indexed keywords

DATA REDUCTION; DATA STORAGE EQUIPMENT; METRIC SYSTEM; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

BIDIAGONAL FACTORIZATION; CROSS VALIDATION; MATRIX FACTORIZATION; RIDGE REGRESSION;

ALGORITHMS;

EID: 25444433377     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.09.007     Document Type: Article

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