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An even faster algorithm for ridge regression of reduced rank data

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  • Turlach, Berwin A.

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  • Turlach, Berwin A., 2006. "An even faster algorithm for ridge regression of reduced rank data," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 642-658, February.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:3:p:642-658
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    References listed on IDEAS

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    1. Hawkins, Douglas M. & Yin, Xiangrong, 2002. "A faster algorithm for ridge regression of reduced rank data," Computational Statistics & Data Analysis, Elsevier, vol. 40(2), pages 253-262, August.
    2. S. N. Wood, 2000. "Modelling and smoothing parameter estimation with multiple quadratic penalties," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 413-428.
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