The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a Multivariate<i>t</i>Distribution (Q2920078)
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scientific article; zbMATH DE number 6098049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a Multivariate<i>t</i>Distribution |
scientific article; zbMATH DE number 6098049 |
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The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a Multivariate<i>t</i>Distribution (English)
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23 October 2012
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mean squared error
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multivariate Student's \(t\) error terms
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ordinary least squares estimator
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ridge regression
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