Model averaging estimator in ridge regression and its large sample properties (Q2029204)
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scientific article; zbMATH DE number 7354450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model averaging estimator in ridge regression and its large sample properties |
scientific article; zbMATH DE number 7354450 |
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Model averaging estimator in ridge regression and its large sample properties (English)
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3 June 2021
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asymptotic optimality
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consistency
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heteroscedasticity
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model averaging
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ridge regression
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0.9064374
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0.8908333
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0.8882366
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0.88568604
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0.8853707
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0.88364005
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