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