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Central double cross-validation for estimating parameters in regression models

The ridge regression, lasso, elastic net, forward stagewise regression and the least angle regression require a solution path and tuning parameter, λ, to estimate the coefficient vector. Therefore, it is crucial to find the ideal λ. Cross-validation (CV) is the most widely utilized method for choosi...

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書誌詳細
第一著者:	Chye, Rou Shi
フォーマット:	学位論文
言語:	English
出版事項:	2016
主題:	QA Mathematics
オンライン･アクセス:	http://eprints.utm.my/id/eprint/80959/2/ChyeRouShiMFS2016.pdf http://eprints.utm.my/id/eprint/80959/ http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:120286
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