The existence of moments of ridge-like k-class and partially restricted reduced form estimators

DOI10.1080/03610928208828422MaRDI QIDQ3969727zbMATH OpenOpenAlexFDO

Authors P. A. V. B. Swamy, Jatinder S. Mehta

Publication date 1982

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928208828422

zbMATH Keywords

existence of momentsstructural coefficientsmore than two endogenous variablespartially restricted reduced form estimatorsridge-like k-class estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• A Tchebychev Inequality for the Convergence of a Generalized Classical Linear Estimator, Sample Size Being Fixed
• A note on minimum average risk estimators for coefficients in linear models
• Finite-Sample Properties of the k-Class Estimators
• Linear Statistical Inference and its Applications
• On the existence of moments of partially restricted reduced form coefficients
• The Existence of Moments of k-Class Estimators
• The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
• The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
• Two methods of evaluating hoerl and kennard's ridge regression

This page was built for publication: The existence of moments of ridge-like k-class and partially restricted reduced form estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3969727)