Asymptotic bias of the _2-regularized error variance estimator

DOI10.1007/S42952-023-00239-YMaRDI QIDQ6548541FDOQ6548541

Authors: Semin Choi, Gunwoong Park 

Publication date: 1 June 2024

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

ridge regressionerror variance estimationasymptotic biashigh-dimension\(\ell_2\)-regularized estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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