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http://repositorio.ufla.br/jspui/handle/1/15522| Title: | Uma abordagem geométrica do estimador de cumeeira de C. R. Rao |
| Other Titles: | A geometric approach the ridge estimator of C. R. Rao. |
| Keywords: | Estimador de cumeeira Estimador de quadrados mínimos Combinação linear de parâmetros Erro quadrático Ridge estimator Minimum square estimator Linear combination of parameters Square error |
| Issue Date: | Jan-2014 |
| Publisher: | Universidade Estadual Paulista |
| Citation: | COSTA, L. A. da; CHAVES, L. M.; SOUZA, D. J. de. Uma abordagem geométrica do estimador de cumeeira de C. R. Rao. Revista Brasileira de Biometria, São Paulo, v. 32, n. 1, p. 28-41, jan./mar. 2014. |
| Abstract: | The geometry of the ridge estimator proposed by Rao, as well as its connections with ordinary least squares estimator, are presented. For linear combinations of the parameters, it is shown the ellipsoid where Rao’s ridge estimator has lower errors than the OLS estimator. It is also shown an example studied in the literature. |
| URI: | http://jaguar.fcav.unesp.br/RME/fasciculos/v32/v32_n1/A2_Luzia_Lucas.pdf repositorio.ufla.br/jspui/handle/1/15522 |
| Appears in Collections: | DEX - Artigos publicados em periódicos |
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