The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a Multivariate<i>t</i>Distribution (Q2920078): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:13, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a Multivariate<i>t</i>Distribution |
scientific article |
Statements
The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a Multivariate<i>t</i>Distribution (English)
0 references
23 October 2012
0 references
mean squared error
0 references
multivariate Student's \(t\) error terms
0 references
ordinary least squares estimator
0 references
ridge regression
0 references
