PROPOSAL OF A RAO RIDGE TYPE ESTIMATOR
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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.
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COSTA, L. A., CHAVES, L. M., & SOUZA, D. J. (2018). PROPOSAL OF A RAO RIDGE TYPE ESTIMATOR. REVISTA BRASILEIRA DE BIOMETRIA, 36(3), 286–699. https://doi.org/10.28951/rbb.v36i3.283
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