Generalized cross-validation as a method for choosing a good ridge parameter

Technometrics

Volumn 21, Issue 2, 1979, Pages 215-223

  Golub, Gene H ^a   Heath, Michael ^b   Wahba, Grace ^c  

^a STANFORD UNIVERSITY   (United States)

^b OAK RIDGE NATIONAL LABORATORY   (United States)

^c UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Cross validation; Ridge parameter; Ridge regression

Indexed keywords

EID: 32044449925     PISSN: 00401706     EISSN: 15372723     Source Type: Journal    
DOI: 10.1080/00401706.1979.10489751     Document Type: Article

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