Asymptotic Aspects of Ordinary Ridge Regression
From MaRDI portal
Publication:4715609
DOI10.1080/01966324.1995.10737399zbMath0855.62058MaRDI QIDQ4715609
Publication date: 18 November 1996
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1995.10737399
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62E20: Asymptotic distribution theory in statistics
Related Items
Cites Work