Some strong consistency results in stochastic regression
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Publication:2015068
DOI10.1016/j.jmva.2014.04.022zbMath1291.62131OpenAlexW2033124189MaRDI QIDQ2015068
Publication date: 18 June 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.022
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Strong limit theorems (60F15)
Cites Work
- Strong consistency of least squares estimates in multiple regression II
- A further theoretical result for generalized ridge regression estimators
- Asymptotic properties of least-squares estimates in stochastic regression models
- Extension of Lai-Robbins-Wei's theorem
- An inequality for a sum of quadratic forms with applications to probability theory
- Convergence systems and strong consistency of least squares estimates in regression models
- Limiting behavior of weighted sums of independent random variables
- Strong consistency of least squares estimates in dynamic models
- Maximal inequalities of weak type
- Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
- Matrix Analysis
- Ridge regression:some simulations
- Weak and strong consistency of the least squares estimators in regression models
- A simulation study of ridge and other regression estimators
- Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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