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http://hdl.handle.net/10773/17966
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Macedo, Pedro | pt |
dc.date.accessioned | 2017-06-26T13:33:53Z | - |
dc.date.available | 2018-07-20T14:01:00Z | - |
dc.date.issued | 2017 | - |
dc.identifier.issn | 0361-0918 | pt |
dc.identifier.uri | http://hdl.handle.net/10773/17966 | - |
dc.description.abstract | In this paper, the Ridge-GME parameter estimator, which combines Ridge Regression and Generalized Maximum Entropy, is improved in order to eliminate the subjectivity in the analysis of the ridge trace. A serious concern with the visual inspection of the ridge trace to define the supports for the parameters in the Ridge-GME parameter estimator is the misinterpretation of some ridge traces, in particular where some of them are very close to the axes. A simulation study and two empirical applications are used to illustrate the performance of the improved estimator. A MATLAB code is provided as supplementary material. | pt |
dc.language.iso | eng | pt |
dc.publisher | Taylor & Francis | pt |
dc.relation | FCT/CIDMA - UID/MAT/04106/2013 | pt |
dc.rights | openAccess | por |
dc.subject | Generalized maximum entropy | pt |
dc.subject | Ridge regression | pt |
dc.subject | Shrinkage estimation | pt |
dc.title | Ridge regression and generalized maximum entropy: an improved version of the Ridge-GME parameter estimator | pt |
dc.type | article | pt |
dc.peerreviewed | yes | pt |
ua.distribution | international | pt |
degois.publication.firstPage | 3527 | pt |
degois.publication.issue | nº 5 | pt |
degois.publication.lastPage | 3539 | pt |
degois.publication.title | Communications in Statistics - Simulation and Computation | pt |
degois.publication.volume | Vol. 46 | pt |
dc.date.embargo | 2018-01-01T14:00:00Z | - |
dc.identifier.doi | 10.1080/03610918.2015.1096378 | pt |
Appears in Collections: | CIDMA - Artigos PSG - Artigos |
Files in This Item:
File | Description | Size | Format | |
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PaperCIS-SC2017.pdf | Paper | 379.5 kB | Adobe PDF | View/Open |
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