Please use this identifier to cite or link to this item: http://repositorio.ufla.br/jspui/handle/1/15522
Title: Uma abordagem geométrica do estimador de cumeeira de C. R. Rao
Other Titles: A geometric approach the ridge estimator of C. R. Rao.
Keywords: Estimador de cumeeira
Estimador de quadrados mínimos
Combinação linear de parâmetros
Erro quadrático
Ridge estimator
Minimum square estimator
Linear combination of parameters
Square error
Issue Date: Jan-2014
Publisher: Universidade Estadual Paulista
Citation: COSTA, L. A. da; CHAVES, L. M.; SOUZA, D. J. de. Uma abordagem geométrica do estimador de cumeeira de C. R. Rao. Revista Brasileira de Biometria, São Paulo, v. 32, n. 1, p. 28-41, jan./mar. 2014.
Abstract: The geometry of the ridge estimator proposed by Rao, as well as its connections with ordinary least squares estimator, are presented. For linear combinations of the parameters, it is shown the ellipsoid where Rao’s ridge estimator has lower errors than the OLS estimator. It is also shown an example studied in the literature.
URI: http://jaguar.fcav.unesp.br/RME/fasciculos/v32/v32_n1/A2_Luzia_Lucas.pdf
repositorio.ufla.br/jspui/handle/1/15522
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