Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
Connections to the ridge regularized covariance estimator with bagging
KeywordsTuning Parameter Ridge Regression Sample Covariance Matrix Covariance Estimator Shrinkage Estimator
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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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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