Estimates for the generalized cross-validation function via an extrapolation and statistical approach

Generalized cross-validation (GCV) is a popular tool for specifying the tuning parameter in linear regression model or equivalently the regularization parameter in Tikhonov regularization. In this work, we are concerned with the estimation and minimization of the GCV function by using a combination...

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Veröffentlicht in:	Calcolo 2018-09, Vol.55 (3), p.1-25, Article 24
Hauptverfasser:	Mitrouli, Marilena, Roupa, Paraskevi
Format:	Artikel
Sprache:	eng
Schlagworte:	Estimates Extrapolation Ill posed problems Mathematics Mathematics and Statistics Numerical Analysis Parameter estimation Regression models Regularization Statistical analysis Theory of Computation
Online-Zugang:	Volltext
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