Model averaging estimator in ridge regression and its large sample properties
type: Item
instance of: scholarly article
title: Model averaging estimator in ridge regression and its large sample properties
zbMATH Open document ID: 1461.62127
author: Jun Liao
author: Dalei Yu
author: Shangwei Zhao
published in: Statistical Papers
publication date: 2021-06-03T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 7354450
zbMATH Keywords: asymptotic optimality
zbMATH Keywords: consistency
zbMATH Keywords: heteroscedasticity
zbMATH Keywords: model averaging
zbMATH Keywords: ridge regression
describes a project that uses: AS 223
MaRDI profile type: Publication
full work available at URL: s00362-018-1002-4
OpenAlex ID: W2800042983
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Wikidata QID: Q129976476
DOI: 10.1007/S00362-018-1002-4
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description: scientific article; zbMATH DE number 7354450