Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter

Technometrics - Tập 21 Số 2 - Trang 215-223 - 1979
Gene H. Golub1, Michael T. Heath2, Grace Wahba3
1Department of Computer Science , Stanford University , Stanford , CA , 94303
2Computer Sciences Division Oak Ridge National Laboratory , Oak Ridge , TN , 37830
3Department of Statistics , University of Wisconsin , Madison , WI , 53705

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