Some properties of the distribution of an operational ridge estimator

DOI10.1007/BF02056927zbMath0533.62059OpenAlexW1993729109MaRDI QIDQ789848

N. E. Zubov

Publication date: 1983

Published in: Metrika (Search for Journal in Brave)

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• The special functions and their approximations. Vol. I, II
• Finite Sample Properties of Ridge Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

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