On the strong consistency of ridge estimates

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

In this article, we establish strong consistency of the ridge estimates using extended results for the strong consistency of the least squares estimates in multiple regression models which discard the usual assumption of null mean value for the errors and only requires them to be i.i.d. with absolute moment of order r (0 <r &le; 1).

Original languageEnglish
Pages (from-to)617-626
Number of pages10
JournalCommunications In Statistics-Theory And Methods
Volume44
Issue number3
DOIs
Publication statusPublished - 1 Feb 2015

Keywords

  • Least squares estimates
  • Ridge regression
  • Strong consistency

Fingerprint Dive into the research topics of 'On the strong consistency of ridge estimates'. Together they form a unique fingerprint.

Cite this