Some properties of the distribution of an operational ridge estimator

DOI10.1007/BF02056927zbMATH Open0533.62059OpenAlexW1993729109MaRDI QIDQ789848FDOQ789848

Authors: N. E. Zubov 

Publication date: 1983

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175914

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zbMATH Keywords

kurtosisskewnessleast squares estimatorsassumption of normality of disturbancesexact expressions for momentsoperational general ridge estimator

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• The special functions and their approximations. Vol. I, II
• Finite Sample Properties of Ridge Estimators
• Title not available (Why is that?)

Cited In (4)

• On ridge operators
• Title not available (Why is that?)
• Exact moments of lawless and wang's operational ridge regression estimator
• The exact general formulas for the moments of a ridge regression estimator when the regression error terms follow a multivariate \(t\) distribution

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