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"Recursive ridge regression using second-order stochastic algorithms."

Antoine Godichon-Baggioni, Wei Lu, Bruno Portier (2024)

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DOI: 10.1016/J.CSDA.2023.107854

access: closed

type: Journal Article

metadata version: 2023-12-10

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Antoine Godichon-Baggioni, Wei Lu, Bruno Portier:
Recursive ridge regression using second-order stochastic algorithms. Comput. Stat. Data Anal. 190: 107854 (2024)

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