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

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Erdugan F., Akdeniz F.

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

• Publication Type: Article / Article
• Volume: 41 Issue: 8
• Publication Date: 2012
• Doi Number: 10.1080/03610918.2011.600503
• Journal Name: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
• Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Page Numbers: pp.1411-1429
• Çukurova University Affiliated: Yes

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.