Please use this identifier to cite or link to this item:
http://repositorio.ufla.br/jspui/handle/1/34513| Title: | Proposal of a RAO ridge type estimator |
| Keywords: | Hoerl-Kennard ridge estimator Geometrical interpretation Optimum Ridge parameter Estimador cume de Hoerl-Kennard Interpretação geométrica Parâmetro optimum ridge |
| Issue Date: | 2018 |
| Publisher: | Universidade Federal de Lavras |
| Citation: | COSTA, L. A.; CHAVES, L. M.; SOUZA, D. J. Proposal of a RAO ridge type estimator. Revista Brasileira de Biometria, Lavras, v. 36, n. 3, p. 686-699, 2018. |
| Abstract: | Based on a geometrical interpretation of Ridge estimators a new Rao Ridge type estimator is proposed. Its advantage is to reach the optimum value for the shrinkage parameter more quickly. The geometry, the predictive capacity, a computational example, an application to real data and comparison with the usual Ridge estimator are developed. |
| URI: | http://repositorio.ufla.br/jspui/handle/1/34513 |
| Appears in Collections: | DEX - Artigos publicados em periódicos |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| ARTIGO_Proposal of a RAO ridge type estimator.pdf | 666,43 kB | Adobe PDF | View/Open |
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