Article ID Journal Published Year Pages File Type
1151333 Statistics & Probability Letters 2016 5 Pages PDF
Abstract

Two data-driven procedures, based respectively on the L-curve and generalized cross-validation, are proposed for ridge regression under Aalen’s additive risk model. Monte Carlo simulations show that the L-curve is a useful criterion for identifying a nominal degree of regularization that appreciably reduces variance, particularly in smaller samples.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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