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


Erdugan F., Akdeniz F.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.41, ss.1411-1429, 2012 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 41 Konu: 8
  • Basım Tarihi: 2012
  • Doi Numarası: 10.1080/03610918.2011.600503
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Sayfa Sayıları: ss.1411-1429

Özet

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.