On the Strong Consistency of Ridge Estimates

DOI10.1080/03610926.2012.748917zbMath1311.62103OpenAlexW1977981908MaRDI QIDQ5249214

Luís Pedro Ramos, João Tiago Mexia, João Lita da Silva

Publication date: 29 April 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.748917

zbMATH Keywords

ridge regressionstrong consistencyleast squares estimates

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Strong limit theorems (60F15)

Related Items (2)

On a class of linear regression methods ⋮ Unnamed Item

Cites Work

• Strong consistency of least squares estimates in multiple regression II
• Extension of Lai-Robbins-Wei's theorem
• Convergence systems and strong consistency of least squares estimates in regression models
• Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
• Matrix Analysis

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