文章基本信息

标题：PROPOSAL OF A RAO RIDGE TYPE ESTIMATOR
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作者：Luzia Aparecida COSTA ; Lucas Monteiro CHAVES ; Devanil Jaques SOUZA 等
期刊名称：Revista Brasileira de Biometria
印刷版ISSN：0102-0811
电子版ISSN：1983-0823
出版年度：2018
卷号：36
期号：3
页码：286-299
DOI：10.28951/rbb.v36i3.283
出版社：Universidade Federal de Lavras
摘要：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.
关键词：Hoerl-Kennard Ridge estimator;geometrical interpretation;optimum Ridge parameter.