On the Choice of the Ridge Parameter: A Maximum Entropy Approach

• Type: Article in International Scientific Journal
• Date: 2010

Authors

Pedro Macedo (Author) Other; Manuel Scotto (Author) Other; Elvira Silva (Author) FEP

Journal

Title: Communications in Statistics Part B: Simulation and Computation

Vol. 39 No. 8

Pages: 1628-1638

ISSN: 0361-0918

Publisher: Taylor & Francis

Indexing

ISI Web of Knowledge - 7 Citations

Scopus - 7 Citations

Scientific classification

FOS: Social sciences

Other information

Authenticus ID: P-003-AF6

DOI: 10.1080/03610918.2010.508861

Abstract (EN): In this article, a new method to estimate the ridge parameter, based on the ridge trace and an analytical method borrowed from maximum entropy, is presented. The performance of the new estimator is illustrated through a Monte Carlo simulation study and an empirical application to the well-known Portland cement data set.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 11