Computational Method for Jackknifed Generalized Ridge Tuning Parameter based on Generalized Maximum Entropy


Erdugan F., Akdeniz F.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, vol.41, no.8, pp.1411-1429, 2012 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 41 Issue: 8
  • Publication Date: 2012
  • Doi Number: 10.1080/03610918.2011.600503
  • Title of Journal : COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Page Numbers: pp.1411-1429

Abstract

In this article, a new method to estimate the Jackknifed generalized ridge tuning parameter, based on the Jackknifed Ridge-trace and an analytical method borrowed from generalized maximum entropy, is presented. The ideas in the article are illustrated and evaluated using to the well-known Portland cement data set and simulations.