On ridge regression and least absolute shrinkage and selection operator
This thesis focuses on ridge regression (RR) and least absolute shrinkage and selection operator (lasso). Ridge properties are being investigated in great detail which include studying the bias, the variance and the mean squared error as a function of the tuning parameter. We also study the convexit...
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| Format: | Others |
| Language: | English en |
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2017
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| Online Access: | https://dspace.library.uvic.ca//handle/1828/8499 |