Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
Connections to the ridge regularized covariance estimator with bagging
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KeywordsTuning Parameter Ridge Regression Sample Covariance Matrix Covariance Estimator Shrinkage Estimator
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- Hoerl AE, Kennard RW (1970) Ridge regression: biased estimation for nonorthogonal problems. Technometrics 8:27–51 Google Scholar
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