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

DOI10.1080/03610918.2011.600503zbMath1271.62155OpenAlexW1986394823MaRDI QIDQ3168356

Funda Erdugan, Fikri Akdeniz

Publication date: 30 October 2012

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.600503

zbMATH Keywords

ridge parameterjackknifed generalized ridge regression estimatorjackknifed generalized ridge-trace

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

A jackknifed ridge estimator in probit regression model ⋮ Ridge Regression and Generalized Maximum Entropy: An improved version of the Ridge–GME parameter estimator

Cites Work

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