Asymptotic bias of the \(\ell_2\)-regularized error variance estimator

DOI10.1007/s42952-023-00239-yMaRDI QIDQ6548541

Semin Choi, Gunwoong Park

Publication date: 1 June 2024

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

zbMATH Keywords

asymptotic biasridge regressionhigh-dimensionerror variance estimation\(\ell_2\)-regularized estimator

Mathematics Subject Classification ID

Statistics (62-XX)

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