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

34 citations · 34 across the 1 of their papers we have counts for

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stat.AP2012★ 34 cited

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

Erika Cule, Maria De Iorio

We consider the application of a popular penalised regression method, Ridge Regression, to data with very high dimensions and many more covariates than observations. Our motivation…